How to do LR web services scripting

First make sure that you can run the request on SOAP UI. Then go to File->Preferences->Proxy Settings and add proxy settings as follows, 

Host Name : your machine name 
Port 7777 
User Name: your domain user id 
Pws : your domain pwd 
Select enable using proxy. 

Then go to LoadRunner -> Recording options ->Advance -> Change Recording Engine to user the Old one. 

Then start recording. Enter yes to all the popups. Once you see the recording tool bar just hit the play button on SOAP UI. That will capture the request into LR. After that you will not need SOAP UI at all. Just use LR script just like a regular script. Please note that you can parametrize in the script however if the SOAP request is secured then you need to record the request as explain above for each input.

Open Source Profilers in Java

You can go the the URL"http://java-source.net/open-source/profilers" where you could find whole lots of open source profiling tool or api.

Server xyz has shut down the connection prematurely

First thing "Server xyz has shut down the connection prematurely " is not a webserver issue. 
This is purely load runner issue and is one of the major pain area. 

Try Following: 

1. Make sure we are not ramping up all user simultaneously 
2. Rendezvous point is not holding up too many users. 
3. Make sure retry option is greater than 5 
4. Check network connectivity or blockage. 
5. Decrease the load from load runner machine 
6. Clear the Temp folder in (Documents and Settings-->user-->Local Settings)-->Temp 
and restart the machine on which LoadRunner is installed (This one is my favorite, it has always helped me in getting rid from this error, but the condition is that scripts ran successfully before and now you suddenly start seeing this error) 
7. Recently I observed that if we suddenly start seeing this issue, then best option is to restart all machines and servers in your network or load test domain. I cant explain the reason behind it, but it works :) 

Put this in script, not a solution but just the workaround. 
web_set_sockets_option ("NEW_BEHAVIOR_OF_OVERLAPPED_SEND", "1"); 
If none of the above option helps then put web_set_sockets_option("IGNORE_PREMATURE_SHUTDOWN", "1"); in vuser_init() 

You can also following 
Run time settings --> Preferences --> Use WinInet Replay instead of Sockets (windows only) 
but it worked in very specific cases. Not a general solution. 

Note: Point 3 :" Make sure retry option is greater than 5 " is applicable only for Oracle 10g application.