You should check out, how the application you want attach to is started. This is typically a startup script or .bat file. Within this you will find finally a call to `java` with some options. One of the options is probably `-javaagent` which installs another agent (not jolokia). You can simply add `-javaagent:/path/to/jolokia.jar` as it is described in the reference manual to this line.
Then this should work. I don't think dynamically attaching (i.e. attaching to an already running Java process) will work in your case.
... roland