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Unfortunately Test Studio doesn't load WPF applications. It can load test only:
1. Web applications i.e. a web server.
2. You can also load test WCF Services but not in a direct way.
Since you can't "record" a web service like that, you'll need to use Fiddler to record the HTTP traffic, then import the Fiddler file into the load test (see the attached screen shot).
Please check out this article in order to get detailed information about Test Studio load testing.
Hope this helps.