Do you correlate all the different sessions you need?
With DWR you will in addition to the regular jsession/httpsession most likely get a script session ID (I do not recall the exact name at this point). This you need to manipulate in Loadrunner before you can use it. If I remember correctly you take the original script session ID and add three or four random digits to it before submitting it. Check the Java scripts (engine.js?) for this logic to verify.