To fix the "JMX polling is not supported, use Agentless polling instead" Solarwinds error, change the preferred polling method to for the application monitor Agentless.
To do this, open the Solarwinds SAM Web Console and do the following;
Go the Settings->All Settings
Go to SAM Settings
Go to Manage Application Monitors
Click on the application monitor.
Go to Edit Application Monitor
Click on Advanced and change the preferred polling method to Agentless.