Needing to connect to a WLS instance with JConsole to view/use the MBeans?
The simplest way I found to do it was to to add an entry to the setDomainEnv.cmd file for the specific managed instance:
set JAVA_OPTIONS=%JAVA_OPTIONS% -Dcom.sun.management.jmxremote
When you then run the managed instance, the setDomainEnv.cmd file is called and the additional property is added to the JVM when it is launched.
This is covering the case of starting the server instance from the command line -- if you are using Node Manager, then you'll need to set this in the configuration script that is used by the nodemanager.