As this is the normal behaviour of the client. The 'lookup' will never call the server!
So you get an exception if you access the bean.
For examples you might have a look into the quickstarts (or clone/download it) :
git clone git://github.com/jboss-jdf/jboss-as-quickstart.git
ejb-remote, cluster-ha-singleton-service and ejb-multi-server contain clients that will use what you will see.
See the description and documentation here, also each quickstart will have a README.md