Depends on what you've signed.
If you signed anything, you're probably prevented from applying directly without Headhunter A's permission. Check with the headhunter, let him know the situation, ask how things are going, and if the guy decided not to go with him, ask for permission (and get it in writing!) to apply directly.
"Computer games don't affect kids; I mean if Pac-Man affected us as kids, we'd all be running around in darkened rooms, munching magic pills and listening to repetitive electronic music." -- Kristian Wilson, Nintendo, Inc, 1989