This functionality is supported only if you are using the Classic Agent.
Occasionally, a sub-menu of a Java menu exceeds the boundaries of its application so that part of the sub-menu extends beyond the borders of the application. In this situation, Silk Test Classic records these very large sub-menus as JavaDialogBoxes, not as part of the menu.
Try dragging the JavaMainWin to a larger size before recording or maximizing the application.