Please post the entire exception stacktrace. Are you sure your client classpath has the jbossall-client.jar (and all other jar files referenced in the MANIFEST.MF of jbossall-client.jar)?
There are included jbossall-client.jar file, but Jboss 5 of jbossall-client.jar to be separated from a lot of jar files,
The classpath includes the following files:
However, Eclipse is no problem in running, jnlp run the document also contains these jar files