[Duvida] Como registrar um SessionBean na JNDI usando EJB 2.0?

import java.rmi.RemoteException;

import javax.ejb.CreateException;
import javax.ejb.EJBHome;

public interface MensagemHome extends EJBHome {

	public Mensagem create() throws RemoteException, CreateException;

}

import javax.ejb.CreateException;
import javax.ejb.SessionBean;

public abstract class MensagemBean implements SessionBean {

	private static final long serialVersionUID = -8403508104231047785L;

	// private SessionContext context;

	public String getMensagem() {
		return "Meu EJB saiu!";
	}

	public void ejbCreate() throws CreateException {
		System.out.println("Bean Criado!");
	}

	// public void setSessionContext(SessionContext context) {
	// this.context = context;
	// }

	public void ejbActivate() {
		System.out.println("Bean Ativado!");
	}

	public void ejbRemove() {
		System.out.println("Bean Removido!");
	}

	public void ejbPassivate() {
		System.out.println("Bean Desativado!");
	}

}

import java.rmi.RemoteException;

import javax.ejb.EJBObject;

public interface Mensagem extends EJBObject {
	
	public String getMensagem() throws RemoteException;

}

<?xml version="1.0" encoding="UTF-8"?>
<ejb-jar id="ejb-jar_ID" version="2.1" xmlns="http://java.sun.com/xml/ns/j2ee" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://java.sun.com/xml/ns/j2ee http://java.sun.com/xml/ns/j2ee/ejb-jar_2_1.xsd">
	<display-name>Meus EJBs</display-name>
	
	<enterprise-beans>
	
		<session>
			<display-name>MensagemBean</display-name>
			<ejb-name>MensagemBean</ejb-name>
			<home>MensagemHome</home>
			<remote>Mensagem</remote>
			<ejb-class>MensagemBean</ejb-class>
			<session-type>Stateless</session-type>
			<transaction-type>Bean</transaction-type>
				
		</session>	
	
	</enterprise-beans>
	
</ejb-jar>

import java.rmi.RemoteException;

import javax.ejb.CreateException;
import javax.naming.Context;
import javax.naming.InitialContext;
import javax.naming.NamingException;
import javax.rmi.PortableRemoteObject;



public class Teste {

	public static void main(String[] args) {

		try {
			
			Context initial = new InitialContext();
			Object objref = initial.lookup("MensagemBean");
			MensagemHome home = (MensagemHome) PortableRemoteObject.narrow(
					objref, MensagemHome.class);
			
			Mensagem remote = home.create();
			System.out.println(remote.getMensagem());
			
		} catch (NamingException e) {
			e.printStackTrace();
		} catch (RemoteException e) {
			e.printStackTrace();
		} catch (CreateException e) {
			e.printStackTrace();
		}

	}

}

javax.naming.NoInitialContextException: Need to specify class name in environment or system property, or as an applet parameter, or in an application resource file:  java.naming.factory.initial
	at javax.naming.spi.NamingManager.getInitialContext(Unknown Source)
	at javax.naming.InitialContext.getDefaultInitCtx(Unknown Source)
	at javax.naming.InitialContext.getURLOrDefaultInitCtx(Unknown Source)
	at javax.naming.InitialContext.lookup(Unknown Source)
	at org.javafree.testes.Teste.main(Teste.java:21)