The problem, as the link suggests, is that you must install a disassembler plugin. There are several implementations. However, for reasons of self-censorship and copyright nazism, Windows binaries of most implementations are hard to come by. Additional info can be found in this SO question (in which I've updated the suggested build steps and won't repeat them here).
The other issue you'll hit is that you must run the profiling session as an administrator.
Additional information about the system properties which configure perfasm, can only be found in the source code of AbstractPerfAsmProfiler
and WinPerfAsmProfiler
(at least, as of version 1.9.2).
A possibly useful tip: You can increase xperf's sampling frequency from 1KHz to 8KHz (and have more precise timing information) by running xperf-setprofint 1221 cached
in any Administrator command prompt.