Estou recebendo essa exceção java.lang.NoClassDefFoundError: Consumindo mensagens com JMS

package br.com.caelum.jms;

import java.util.Scanner;

import javax.jms.Connection;
import javax.jms.ConnectionFactory;
import javax.naming.InitialContext;

public class TesteConsumidor {

    public static void main(String[] args) throws Exception {

        InitialContext context = new InitialContext();
        ConnectionFactory factory = (ConnectionFactory) context.lookup("ConnectionFactory");
        Connection connection = factory.createConnection();

        new Scanner(System.in).nextLine();

        connection.close();
        context.close();

    }

}