I don't agree with lining these peoples' pockets, but paying agents (and hangers-on) seems to be the norm these days: a price of doing business. As I recall, we had no such qualms about paying Rio's agent when he came here from Leeds, but Fergie clearly wanted him in the middle of our defence and nobody else would do.
If we adopt a policy of refusing to sweeten agents, then we'll likely miss out on a few players who we want. But if it's a case of PSG gazumping us by paying over the odds, there's not much you can do about it unless the player is set on playing for United.