Hmm.. yeah you are missing something. I guess the JAR file you build from the source does not contain the complete classpath.
Look into the Manifest file in the JAR file and make sure it contains the jgoodies forms jar in the classpath definition and also copy the jgoodies jar into the directory where the phex jar is located.
You can find the jgoodies jar in the thirdparty folder.

Gregor

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