Applications designed to execute on "Computational grids" frequently request the simultaneous co-allocation of multiple resources in order to meet performance requirements. In this paper, a new approach via agent coalition formation is presented for resource co-allocation in computational grids. Firstly, we describe an agent-based resource management architecture of computational grid, which is divided into five layers: resource layer, resource agent layer, lookup services layer, job service layer and end user layer. Then a coalition formation model is designed for efficient resource co-allocation.