First thing: Make sure to review the ITscripts requirements in Protect under Help > Contents> IT Management Tools> ITScripts> ITScripts Requirements
Can you perform a full asset scan on that same system successfully with Protect? If it errors out it may give you more idea why it can't connect with WMI. Also if the asset scan fails to perform a hardware asset scan it might help to refer to this article: http://kb.vmware.com/kb/2008267