Perfmon - Cannot start data collector set
I had the same problem while Sysinternals Process Explorer was running. Exiting Sysinternals Process Explorer fixed the problem.
In typical, this issue involves "NT Kernel Logger", which is a kernel event provider. This provider can not be accessed at the same time by multiple consumers (e.g., multiple data collector sets). Resource monitor accesses this provider.
See whether your DCS is collecting kernel logger information. Stop the resource monitor before running your DCS. If running multiple DCSs that collect kernel logger info, run one DCS at a time.
I had the exact same problem. I found that in the Performance Monitor under Event Trace Sessions that the NT Kernel Logger was running. I stopped it and the DCS ran fine. What was weird is that on the other server that NT Kernel Logger was not there. That's why it ran with out a problem.
I had a properties dialog open behind the Performance Monitor. I closed Performance Monitor, reopened Performance Monitor, then was able to start the DCS no problem.