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.