I got the same problem here, but the solution was:
1) put your CustomerCMP-ejb.jar on the same directory where is your CustomerCMP-app-client.jar.
2) execute: appclient.bat -client CustomerCMP-app-client.jar
It tries to find a customer on ID 99999, it does not exist. Swap to your NB, open the database and insert a new customer with that Id and try again the last command.
Regards,
Alisson Patrick
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