I assume you use a "standalone ejb client app" (not e.g. a web app which tries to access an EJB)?
How do you start your ejb client app? I assume it is "app-client.bat" or "app-client.sh"?
If you already use this approach, then please post more details about your app (e.g. config).
I'm using the jboss-client-7.1.0.Final.jar from an Java class
the easiest way around your error is to find the JAR which contains "org.jboss.security.ClientLoginModule".
But I recently learned that the suggested way to start a standalone ejb client application is to use the script "appclient.bat / .sh" in your JBoss "bin" directory. Launch the script this way:
This should provide you with all necessary JBoss libraries, and enhanced features like EJB injection will also work.
Note that "appclient.bat" will not work in JBoss 7.1.1, you need a snapshot of 7.1.2. If interested read this thread: https://community.jboss.org/thread/195232 (only the second part of it contains "relevant" information ;-)).
Hope this helps