Ohhh, Don't get me started on the link thing! Grrrrr!!!!
I self-published my book, Blizabeth, and I don't think it's been "the wrong direction" at all. Yes - the job of marketing your book falls completely on you, but I know an author with several books published through big name publishing companies that still has to drum up her own publicity, solicit her own reviews, etc., (and one of her books was a best seller) so a big publisher will not guarantee that you'll be able to depend on them to do it all for you either.
I also see nothing wrong with you pursuing an agent now. These things don't have to be mutually exclusive, and there are no hard set rules to this game. Many self-published books get picked up by agents and larger publishers - I believe that happened with
Legally Blonde, now the author is represented by Levine/Greenberg and published by Dutton. Whatever gets your book noticed and read is all that really matters.
And I doubt that sending a self-published book instead of a manuscript to an agent is going to scare them off. My guess is they see them as about the same thing.
To me, going down the self-publishing path was a dollars and cents (or, pounds and shillings) issue. It costs a lot of money to copy and send out manuscripts. For what I spent to self-publish, which wasn't much, I now have a real book I can sell AND use as a "manuscript" for agents if I so desire. I also wanted to avoid the waiting game of sitting around and wondering if my manuscript would actually get read or not. (And before I'm told by others here that that is part of the process, know that I will simply reply that it doesn't have to be.) In the meantime, I can continue to write my next novel, share my first one with anyone who is interested, and possibly get noticed by the big guys too.
So, you tried self-publishing and now you have doubts about it? That's okay! Not a problem! It's all part of YOUR process to find out what works best for you!
It's ALL GOOD if it eventually gets you where you want to be.