I think many problems from chapter 1 in the HFEJB is identical, So the author or someone that is domain_expert in this forum should posts the standard solution, which should be step by step, in this forum.
This problem is similar to me. I solve it by; 1. Check for JNDI naming when you deploy to the j2eeRI server, that you refer in the 'ic.lookUp("Advisor");. the JNDI naming and the String argument for ic.lookUp() must be the same. 2. Check for your status of j2eeRI server; is it running properly?, is it starting?(The server must start in the another command window)
I'm not sure this reply help you but I do my best. I'm a also infanty state to ejb.