The only time I personally have seen this happen is when I was testing a page that was set up in the "exceptions" portion of the browser proxy configuration to not be proxied. Companies commonly exclude their intranet from proxying so as to not make additional traffic on the network and proxy servers. If you are excluding the page from proxying then your browser will go directly to that page and not through any proxy, including the jmeter one.
If your browser proxy settings show any sites as being excluded, try clearing out the "Exclusions" line and try recording again. I'd suggest backing up that setting somewhere (Like pasting it into a text file) so you can get it back when you're done setting up your test. I've found that it works best for me to actually have two browsers, one which I use to record tests and one which I use for day-to-day network access. In my case I run Firefox off a UNIX server to record my tests. -- Bruce Ide flyingrhenqu...@gmail.com