Setup JMeter proxy to record activities on a local web application

I'm new to JMeter and I want to load test a local web application recording test case with JMeter proxy.

I've first followed instruction here http://jmeter.apache.org/usermanual/jmeter_proxy_step_by_step.pdf and all worked fine.

Than:

• I launched my web application, say http://localhost:8080/my-application
• Setup JMeter web proxy on port 8081
• Added an HTTP Request Default to a Thread Group
• Addea a Recording Controller
• Invoked curl -X GET http://localhost:8081/my-application/index.html

I obtain:

• Request are recorded but with wrong parameters, eg. https instead of http
• I don't get the requested page with curl, but the exception: org.apache.http.client.ClientProtocolException: URI does not specify a valid host name: https:///my-application/index.html/my-application/index.html
• The parameters I've specified in Http Request Default seems to be ingnored? I placed configuration element under HTTP Proxy Server, and tried many settings.

What's going wrong? I missed some basic configuration? I'm using JMeter Proxy in the wrong manner?