On this page:
http://docs.telerik.com/teststudio/user-guide/load-testing/designing-load-tests/monitor_performance_metrics.aspx

As well as in the middle of this page:
http://docs.telerik.com/teststudio/user-guide/performance/gather-performance-data.aspx

We need to add a note in bold at the very top that the target machine to be monitored must have either Runtime edition (preferable) or Test Studio (the more expensive route) installed on it and that our remote executor needs to be running before Test Studio can connect to it for performance monitoring.