Perform Data Collectors not collecting anything but timestamps?

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http://serverfault.com – I created a Data Collector Set by adding counters (from a remote system) to the performance monitor. In one case I added 6 counters I was interested in. Then I right clicked Performance Monitor, New, Data Collector Set. I altered the System Monitor Log for this new user-defined set to have a log format of "comma separated" and a sample interval of 15 seconds then started running it. After 10 minutes or so I checked the log file being created. The only values in the log were the timestamps and no other data at all. Is there a step I'm missing? (HowTos)