Should U.S. Agents be armed in Mexico?

If the Mexican government can't protect US agents in Mexico, it seems that there are two options: 1) don't allow US agents in Mexico or 2) let the agents be able to defend themselves. From Fox News:

U.S. lawmakers on both sides of the aisle are weighing actions to allow U.S. agents working in Mexico to pack heat after a drug gang killed an unarmed U.S. immigration agent and wounded another.
U.S. agents have not been allowed to carry weapons in Mexico since a 1990 agreement. But their safety has been increasingly in jeopardy ever since Mexican President Felipe Calederon declared war on the drug cartels when he took office in December 2006.
"It is essential that the U.S. government conduct a comprehensive threat assessment to protect U.S. government personnel working in Mexico," said Rep. Peter King, R-N.Y., the chairman of the House Homeland Security Committee. "We must also talk to the Mexicans about their prohibition against U.S. personnel carrying weapons and determine the extent to which security details must be expanded."
A Homeland subcommittee led by Rep. Mike McCaul, R-Texas, is planning a hearing next month to probe the U.S. role in Mexico's war on its drug cartels.
"The Mexican government doesn't allow our law enforcement to carry weapons in Mexico. It seems to me we're assisting them in this war against the drug cartels. Our law enforcement should be armed," McCaul told Fox News. "These two agents were sitting ducks and sitting targets in what was an intentional ambush. . . .