A memory snapshot is captured automatically on first OutOfMemoryError, if the profiled application runs on Sun/Oracle/OpenJDK Java 6 or newer, or on JRockit R28.0.0 or newer.
On OutOfMemoryError snapshots are captured via JVM's built-in dumper, which for some reason is disabled by default. JVM option -XX:+HeapDumpOnOutOfMemoryError enables it.
However, you do not need to specify this option when profiling applications because the profiler agent programmatically enables the dumper upon profiled application startup or when the agent is attached to a running application.
Enabling the dumper adds absolutely no overhead. Technically, enabling is simply setting the state of a boolean flag. When the first OutOfMemoryError occurs, the JVM dumps the heap to file if the flag is "true".
Anyway, if for some reason you want not to enable the dumper,
specify startup option
To check the status, connect to the profiled application and hover over corresponding button as shown on the picture below:
The profiler shows the following notification when a snapshot is captured on OutOfMemoryError.
Please note that this approach has several benefits over the capturing snapshot on high memory usage feature, because it uses the JVM's internal lightweight dumping algorithm. This algorithm is specially designed to work in low memory conditions, where the JVM general purpose profiling interface JVMTI used by profilers may fail due to low resources.
See also Support of HPROF format snapshots.