That is not a correct use of down voting. You did not provide very clear information about 1) which App - I guessed 2) Where you are updating the configuration 3) anything related to version information 4) any error message
Once you update your question with these things, we can be more helpful, and I will change the answer to what is correct. Don't down vote because you don't understand. Reading documentation again might give you a clue into why it doesn't work. It is there to help you. Just asking a question without reading documentation is not very helpful for anybody.
1)"JMX addon" - there are several - you didn't mention the Splunk supported.
2)"web interface" is large. There are many places. Did you mean "Settings > Data Inputs > JMX" ?
3) An app name doesn't imply with version of Splunk (6.2? 6.1? 5.0?) or the App version
4) ":" is not an error message. Where do you see it? Screenshot?
You seriously need to elaborate on your question before it is helpful.
I think my issue is little bit related to this , but not sure.
So am using Splunk supported JMX addon
I have splunk version : 6.4.2 and
The issue is when i open add-on from Web UI, i see this =>
So my configuration i put in .conf file so than error logs gone, but still nothing. Error was related to connection.