I am newbie and learning LoadRuuner

I have problem when i as using VUGEn,

i have sample application(windows application
which does need webserver)

which i want to record using VUgen,i use
file->new->clientserver->select MS-sql as it the application uses sql)

when i start recording,with corect path name given and directory given ,it gives problem saying application failed to initiliaze,

do i need to set up any initilaization which i am not aware of(i have web server started juss in case)

Please help
Thank YOu