Unfortunately we cannot help you without seeing the PerfMon Agent console output and/or debug log.
One of the reasons I can think of is: you're running the Server Agent on 64-bit Windows it might be the case you're suffering from SIGAR bug #136
The solution is to re-build the sigar-amd64-winnt.dll library with 64-bit dependencies and replace the one in the Server Agent distribution with the recompiled one. Once done the issue will go away.
If you trust random people in the Internet you can take a fixed version from Github
More infromation: How to Monitor Your Server Health & Performance During a JMeter Load Test
The main goal of this project is to add the lost documentation.
This website no longer exists : http://sigar.hyperic.com/
Get the documentation from old web site archived:
http://web.archive.org/web/20170201073935/http://support.hyperic.com/display/SIGAR/PTQL
This project is a fork from project that correct Sigar on Windows 64 bits : https://github.com/cnstar9988/sigar
Extract from the documentation :