NeoLoad uses JMX (Java Management Extension) to monitor a Jboss server.
After the first connection using the IP address that you have set in the Monitor settings, Jboss might send back the loopback address 127.0.0.1 This address will be then used for the rest of the connection and it will fail since it is not the correct target address.
It mostly happens when Jboss is under Linux. You have to modify the /etc/resolv.conf file in the Jboss server in order to have something like that:
<your IP> hostname
127.0.0.1 localhost
For more information, see JBoss monitor.