JTOpen ProgramCall doesn't work

Given the following quick-and-dirty test program:

package test01my2008;

import com.ibm.as400.access.*;
public class Test01My2008 {
public static void main(String[] args) {
AS400 system = new AS400("192.168.1.100");
try {
system.connectService(system.COMMAND);
} catch (Throwable t) {System.out.println("couldn't connect"); t.printStackTrace();}
ProgramCall program = new ProgramCall(system);
try {
program.setProgram("QSYS.LIB/MERCURY.LIB/TEST01MY08.PGM");
} catch (Throwable t) {System.out.println("couldn't setProgram"); t.printStackTrace();}
try {
program.run();
} catch (Throwable t) {System.out.println("couldn't run"); t.printStackTrace();}
system.disconnectAllServices();
}
}

and given that the program MERCURY/TEST01MY08 does exist on the system (it's a simple CL that sends me a test message),
why am I getting this:

com.ibm.as400.access.IllegalPathNameException: QSYS.LIB/MERCURY.LIB/TEST01MY08.PGM: Object not in QSYS file system.
at com.ibm.as400.access.QSYSObjectPathName.parse(QSYSObjectPathName.java:482)
at com.ibm.as400.access.QSYSObjectPathName.<init>(QSYSObjectPathName.java:157)
at com.ibm.as400.access.QSYSObjectPathName.<init>(QSYSObjectPathName.java:165)
at com.ibm.as400.access.ProgramCall.setProgram(ProgramCall.java:726)
at test01my2008.Test01My2008.main(Test01My2008.java:13)
com.ibm.as400.access.ExtendedIllegalStateException: program: Property is not set.
at com.ibm.as400.access.ProgramCall.run(ProgramCall.java:590)
at test01my2008.Test01My2008.main(Test01My2008.java:16)

The program just sits there, not terminating (apparently waiting for the system.disconnectAllServices() to return), but a connection does show up in WRKTCPSTS *CNN.

If I leave out the "system.connectService(system.COMMAND)," I get the same exceptions, but I don't get a sign-on window, it doesn't sit there at the end, and no connection shows up in WRKTCPSTS.

Can anybody tell me what I'm doing wrong?