Research on collaborative learning between humans and virtual pedagogical agents represents a necessary extension to recent research on the conceptual, theoretical, methodological, analytical, and educational issues behind co- and socially-shared regulated learning between humans. This study presents a novel coding framework that was developed and used to describe collaborations between learners and a pedagogical agent (PA) during a subgoal setting activity with MetaTutor, an intelligent tutoring system. Learner-PA interactions were examined across two scaffolding conditions: prompt and feedback (PF), and control. Learners' compliance to follow the PA's prompts and feedback in the PF condition were also examined. Results demonstrated that learners followed the PA's prompts and feedback to help them set more appropriate subgoals for their learning session the majority of the time. Descriptive statistics revealed that when subgoals were set collaboratively between learners and the PA, they generally lead to higher proportional learning gains when compared to less collaboratively set goals. Taken together, the results provide preliminary evidence that learners are both willing to engage in and benefit from collaborative interactions with PAs when immediate, directional feedback and the opportunity to try again are provided. Implications and future directions for extending co- and socially-shared regulated learning theories to include learner-PA interactions are proposed.