Agency said they dont pay the last week of every month? (UK)?

An agency that is supposed to pay me said they dont pay the wages last week of every month instead this gets including in the next months pay roll. This months pay was lower than what i used to earn on a lower salary! Is this bad? I think they deducted alot of my wages to keep as their fee. The company i actually work for said getting paid by them wont make any difference to my employment especially considering I applied and got the job directly without their help or any other agency.