This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
Since you are using a standalone Java Client Application, it's probably running outside the JVM of your appserver. The url for lookup "java:comp/env/<beanJNDIName>", is the J2EE specification for looking EJB's (or other resources) INSIDE the same environment, not outside of the environment. You java client app has no idea about java:comp