Thanks for your help, I got the following.
[root@<server> bin]# /usr/X11R6/bin/xhost +
-bash: /usr/X11R6/bin/xhost: No such file or directory
Does that mean I am missing some patches?
I am a QA lead actually and got this Linux VM from my administrator.
Googling around seems to suggest that I don't have X System installed in the Linux.
I am wondering if that is the reason why I got the error when running jmeter.sh ?
Hopefully someone have encountered this before and fix it