First do not trust their documentation! The launch anywhere (lax) file change doesn’t make it.

Do it by your own, with such a command:

“C:\Program Files\Web Performance Suite 3.4\webperformance.exe” -vm “C:\Program Files\Web Performance Suite 3.4\jre\bin\javaw.exe” -vmargs -Xmx512M -Xms512M -jar “C:\Program Files\Web Performance Suite 3.4\startup.jar” -os win32 -ws win32 -arch x86

Thanks Robert for the support.