Possible problem is that your web site is using an un-trusted security certificate. SmarteLoad Agent works without additional configuration with self-signed certificates and with certificates signed by a well known trusted authority. If a certificate is not self-signed and signed with un-trusted CA then additional configuration must be done. You need to install appropriate security certificates in JRE supplied with SmarteLoad Agent according to
http://java.sun.com/javase/6/docs/technotes/tools/windows/keytool.html Location of SmarteLoad Agent JRE: "c:\Program Files\SmarteSoft\SmarteLoad\jre"
keytool path: "c:\Program Files\SmarteSoft\SmarteLoad\jre\bin\keytool.exe"
Keystore path: "c:\Program Files\SmarteSoft\SmarteLoad\jre\lib\security\cacerts"