I am on Windows 7 and trying to run perfmon against Windows 2003 and Windows 2008 servers. I am running into the same issue with all remote machines.
When creating a data collector set, I specify a domain account that is in the administrators group on the remote machines (and "Performance Log Users" and "Performance Monitor Users" to be safe). On the "Available Counters" screen, When I type in a remote computer name, PerfMon locks up for a good 2-3 minutes before I can add any counters. I can then save the collector set. However, when I save it, the go/stop buttons are disabled if I click the set in the left panel, and missing if I click the Data collector set itself in the right panel. See the screens below. I can run data collector sets against my local machine with no problem. I am opening perfmon with my local account in both scenarios. I also have Remote Registry Service started on each remote machine. What is going on?