Exception: "Necessary classes not found for remote connection, check installation path configuration." thrown when adding JVM

Issue

We tried to add JVM manually but we got error messages like:

java.lang.RuntimeException:[1368181041500] org.rhq.core.clientapi.agent.PluginContainerException:Failed to add resource with type [JMX Server] and parent resource id [10041] -> org.rhq.core.util.exception.WrappedRemotingException:null -> org.rhq.core.util.exception.WrappedRemotingException:Discovery component invocation failed. -> org.rhq.core.util.exception.WrappedRemotingException:Failed to connect to JVM with connector address [10.33.63.103:1801]. -> org.rhq.core.util.exception.WrappedRemotingException:Could not connect [10.33.63.103:1801] org.mc4j.ems.connection.ConnectionException: Necessary classes not found for remote connection, check installation path configuration. -> org.rhq.core.util.exception.WrappedRemotingException:Necessary classes not found for remote connection, check installation path configuration. -> org.rhq.core.util.exception.WrappedRemotingException:org.jnp.interfaces.NamingContextFactory