This is a bug that affects the plain Apache ActiveMQ distribution (from the
extras/ directory). I'm using build JBoss A-MQ 6.2 build 114.

In the <PlainActiveMQInstallDir>/examples/openwire/swissarmy/build.xml
file, the default setting of the activemq.home property is incorrect.
E.g. we need to fix:

<property name="activemq.home" value=".." />

Replacing it by:

<property name="activemq.home" value="../../.." />