Hi shweta bulbule,
I have already ran this program. Thanks to all!
I just repeated everything. Uninstalled everything from my pc. Started all over again, from installation, setting the JAVA_HOME, J2EE_HOME, CLASSPATH, and PATH, and following the steps in the HFEJB Book. No rt.jar in CLASSPATH. Just the j2ee.jar and it worked fine.
Maybe you should do the same. Best of luck!