I am trying to investigate jmeter and have quickly run into some problems. I am attempting to follow the tutorial at http://jmeter.apache.org/usermanual/jmeter_proxy_step_by
Also I would recommend you to consider alternatives in automatic script writing. Actually there are some ways of .jmx scripts writing:
using proxy as described in the tutorial you've given
using badBoy tool .
http://www.badboy.com.au/ http://www.badboysoftware.biz/docs/ http://www.youtube.com/watch?v=OX9NbYuE07I
benefits: easy record, easy export to jmeter.
using blazemeter chrome extenstion:
http://community.blazemeter.com/knowledgebase/articles/231479-chrome-extension
benefits: You can export the script written to jmeter and/or to cloud as well and run it on the cloud.
As soon as you try these approaches probably you'll find out what you've missed.