Thanks for the reply.
However, I would like to monitor some JVM characteristics, such as heap space. A HTTP sensor does not seem to be ideal in this case.
However, PRTG supports SNMP. Java 5 has SNMP support. So, I have enabled Java SNMP support in my virtual machine.
Using snmpwalk, I get a valid response for Heap Memory OID.
snmpwalk -c public -v2c remoteMachine:1161 .126.96.36.199.188.8.131.52.184.108.40.206.1.2.11
iso.220.127.116.11.18.104.22.168.22.214.171.124.2.11.0 = Counter64: 149638968
However, in PRTG I get the following error message "No such instance (SNMP error # 223)". I get the same error using SNMP tester.