If you select too many performance counters to monitor as part of a load test you can get any one of these symptoms:
1) The Profiler process may crash with an OutOfMemory exception
2) The load test simply won't start. You may get an error in the log that the scheduler was unable to send the test to the load agent
3) Deselecting the computer to monitor (but still leave the counters selected) may cause no data to be returned. The load test will start but you get no results

There are only 2 solutions:
1) Delete any computers to gather the performance counters from
2) Significantly reduce the number of selected performance counters