i have the same problem, did you manage to get the solution?..
i am using the Server JRocket Version -/jrockit-jdk1.6.0_37-R28.2.5-4.1.0
Client JRMC Version - Oracle® JRockit Mission Control 4.0.0 (M4.0.0-20, 130319), JROCKET Version:jrockit_160_17_R28.0.0-679.
also as you mentioned above, do we also need to set the JAVA OPTIONS AT Local Weblogic server end. I did not set this.