If there is no client/server communication in the action you are performing, it will not be captured in a traditional web protocol script even in the latest 11.52 version of LoadRunner.
It was suggested that if you upgrade to the latest version of LoadRunner you could take advantage of the TruClient protocol. This is a GUI-based protocol, and should capture the local-only activity by interacting with the user interface in a similar way as would the QuickTest Professional (QTP) tool.
