Check your browser (or windows if it's IE) settings for proxies. It should be proxying through your jmeter address and port, and there should be NO local exceptions. Local exceptions are not proxied and therefore Jmeter will not record them. It is common to add your internal corporate network to the local exceptions and if the application you're attempting to test is on the internal network with that exception set up, jmeter won't record any of those pages.
-- Bruce Ide [email protected]

