It looks like that your JMeter isn't capable for establishing connection. If you can access this site with a browser you're behind a proxy.
There are 2 options on how to record scripts from behind a proxy:
Run JMeter specifying proxy host, port, username and password as follows:
jmeter -H (IP address or hostname of your proxy server) -P (port of your proxy server) -u (username, if required) -a (password, if required)
Example: jmeter -H 10.10.10.1 -P 3128
- Use JMeter Extension for Google Chrome. In this case you won't need to care about proxies, certificates, headers, etc. and will be able to record tests to .jmx files right from browser.