I think you need to add jnp-client.jar to class path when you run the client. The file is located in jboss-home/client.
Thanks! That worked. It needs actually a bunch of other jars too .
.http://javacio.us/ came to the rescue. If you have a google account, you can join this service, which given a class name, will tell you what .jar it belongs to.
Anyway, thanks again. Everything is working now