Thanks for the info; I didn't know how to audit permissions.

I am logging in as my regular domain account, not as a local account. It does work if I VNC into the server and start the service that way or if I use RDP to work on the server. Now the only way it doesn't work is if I'm on my machine, open PerfMon and try to do remote monitoring. Since I've found a way to make it work, I can move forward now and move on to the next task - figure out what to do with the data I'm collecting!

Thanks to everyone who helped out - you guys are a life saver!