Probably too late now, but this may help others. I've had the same problem and I had to make sure that the correct client JARs (jboss-client.jar, jbossmq-client.jar etc.) are loaded. I've still had a jbossmq-client.jar from JBoss 2.4.4 in my classpath after upgrading to JBoss 2.4.9. It's sad that we don't get any error messages.
Did you place correct jndi.properties in the client's working directory?