Perfmon for SQL Server from local machine

I'm following Brent Ozar's video on Benchmarking and Baselining, and I've got a data collector set on my local machine set up to hit a remote sql server, but I can't get the collection to start. I right click it to start and the perfmon window locks up for a second. After it stops locking up it still hasn't started, but it's not giving me any error. I've got it running under my windows domain account that is an admin on the sql server.

So, how can i get this working?

edit:

ok, i'm getting a windows security event for a logon failure when i try to run the collection.

An account failed to log on.

Subject:
Security ID: SYSTEM
Account Name: [Machine$]
Account Domain: [DOMAIN]
Logon ID: 0x3e7

Logon Type: 4

Account For Which Logon Failed:
Security ID: NULL SID Account Name: [USERNAME]
Account Domain: [DOMAIN]

Failure Information: Failure Reason: The user has not been granted the requested logon type at this machine.
Status: 0xc000015b
Sub Status: 0x0

Process Information:
Caller Process ID: 0x434
Caller Process Name: C:\Windows\System32\svchost.exe

Network Information: Workstation Name: [MACHINE]
Source Network Address: -
Source Port: -

Detailed Authentication Information:
Logon Process: Advapi
Authentication Package: Negotiate
Transited Services: - Package Name (NTLM only): -
Key Length: 0

This event is generated when a logon request fails. It is generated on the computer where access was attempted.

The Subject fields indicate the account on the local system which requested the logon. This is most commonly a service such as the Server service, or a local process such as Winlogon.exe or Services.exe.

The Logon Type field indicates the kind of logon that was requested. The most common types are 2 (interactive) and 3 (network).

The Process Information fields indicate which account and process on the system requested the logon.

The Network Information fields indicate where a remote logon request originated. Workstation name is not always available and may be left blank in some cases.

The authentication information fields provide detailed information about this specific logon request. - Transited services indicate which intermediate services have participated in this logon request. - Package name indicates which sub-protocol was used among the NTLM protocols. - Key length indicates the length of the generated session key. This will be 0 if no session key was requested.

[MACHINE] is my computer, [DOMAIN] is our domain, and [USERNAME] is my username.