hello,
i guess you have to use QUIT before the "/*".

my job looks like this and it works://S99QBAT JOB  NOTIFY=S99Q

//**********************************************************************
//* EXECUTE ADMIN CLIENT IN BATCH                                      *
//**********************************************************************
//SERVER  EXEC PGM=DSMADMC,                                             
//            PARM='/-ID=BAT -PA=BATUSER1'                              
//SYSPRINT DD SYSOUT=*                                                  
//SYSIN    DD *                                                         
  SELECT MSGNO,MESSAGE,DATE_TIME FROM ACTLOG WHERE -                    
         ORIGINATOR='SERVER' AND -                                      
         (SEVERITY='E' OR SEVERITY='W' OR MSGNO=9999) -                 
         AND DATE_TIME>='2001-07-01 00:00:00.000000'                    
  QUIT                                                                  
//DSCOPT   DD DISP=SHR,DSN=DSM1.ADMIN.OPTIONS                           
//DSCLANG  DD DISP=SHR,DSN=SYS1.SANSMSG(ANSMENU)                        

regards
bruno