From the Performance Monitor tool, I created my own user defined data collector set. Then, I added the performance counters that I wanted from the selections. I saved everything. When I ran my data collector for a certain time and then stopped it, the report generated didn't show the data for my performance counters. It only showed the % Processor Time and Private Bytes.
I wasn't familiar with the Performance Monitor tool. I thought that I didn't create my data collector set correctly and that I must be missing something since it is working on another computer. So, I wasted more than an hour trying different combination of options but in vain. Then, I decided to restart my computer. Re-run my data collector set. Low and behold, the report now shows my performance counters. I don't know what happened but it is the magic of reboot.