What Windows OS are you running this on? Many classes are missing on Win2000.
Moreover, can you try and run the following two commands, from the bin directory (probably c:\Program Files\Splunk\bin). Run them as the same user Splunk is running as (unless it's a "Local System" account):
splunk cmd splunk-wmi -wql "select * from win32_nteventlogfile where logfilename='application'"
splunk cmd splunk-wmi -wql "SELECT PercentProcessorTime FROM Win32_PerfFormattedData_PerfOS_Processor"
You should get some output in both cases. If you do get results for the first but not the second command, the two things that come to mind that could be wrong are 1) this is a Win2000 box, or 2) the WMI namespace security does not permit you to access certain classes.
For the latter case, see http://support.microsoft.com/kb/325353. In particular, make sure that "Execute methods" and "Remote execute" and set for all items under root\CIMV2 recursively for the user of group (e.g. Administrators) Splunk is running as. Adjust these settings and rerun the commands above.
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