All clients that are either used for recording, replay or monitoring must have a SAPGUI client with SAPGUI scripting installed. You have to select this option in the SAPGUI Setup.
After the installation you need to make sure that SAPGUI scripting is enabled:
If the installation status of the Scripting tab does not display Scripting is installed, you must install SAPGUI scripting by choosing the option in the SAPGUI client setup process.