Actually I want to record an application which is installed in my local machnine( example:iTunes). So I need to record this application through the Neoload.
First option is to configure inside your application a proxy (<neoload controller IP>:8090)
2nd option is to use the tunel mode: https://www.neotys.com/documents/doc/neoload/latest/en/ht...
Don't forget than the record will be only possible if the application is over HTTP/HTTPs.
One more thing to add is that if the stand-alone application is a JAVA application, you can possibly configure the proxy in the Java control panel (Windows > Control Panel > Java > General Tab > Network Settings). Put the Neoload proxy info there, and test.