I am planning to do a partial least squares analysis, is there a special attention that I have to make in order to do this analysis
Here's a worked out example of PLS in JMP 11: Example of Partial Least Squares
Or, if you're looking for more details, here's the main documentation page of PLS, including links at the bottom to statistical details and considerations: Partial Least Squares Models
I hope this helps!
If you will be using PLS extensively, you might want to check out the excellent book Discovering Partial Least Squares with JMP, by Ian Cox and Marie Gaudard.
Here is a link to some excepts from that book if you would like to look it over: Book Excerpt