The stand-alone command "java -jar HelloAppStandalone.jar" is wrong. The classpath needs to refer to gf-client.jar or appserv-rt.jar from the glassfish installation directory (Step 3 of the EJB FAQ entry)
[Message sent by forum member 'ksak' (kenneth.saks_at_sun.com)]
http://forums.java.net/jive/thread.jspa?messageID=390934