well, you technically can't give exclusivity just yet, as it is already out - but you can always thank them, let them know other agents currently are looking at it and see if they would like to look at it anyways - I don't think it would be a good idea to send it without letting them know it's with other agents at the moment, as it wouldn't be exclusive
got a little redundant there didn't I?
In any case
Congrats!!! Requests are always awesome!!!