Many studies have reported the utilization of Problem-Based Learning (PBL) in teaching Software Engineering courses. However, these studies have different views of the effectiveness of PBL. This paper presents the design of an Advanced Software Engineering course for undergraduate Software Engineering students that uses PBL to teach them Agile software development methods- particularly Scrum. The course also aims to develop entrepreneurial skills needed for software engineering graduates to better prepare them for the software industry. The assessment process designed for this course is illustrated. The paper shows that Scrum practices correlate with the characteristics of the PBL approach, which has resulted in a successful experience of PBL as reported by students in an end of a semester survey.