Hi Dong,
I have added the Web client same way as you mentioned above and its working fine for me.
Can you please check if you are able to open web client by executing TC 'CRM_UI' . I think it will not work as well.
There is no problem with the steps you followed to add web client.
Have you maintained the Host file in your system. If not then please maintain the Host file and then web client will work.
If the problem not resolved yet then please follow below link , it might be helpful:-
http://scn.sap.com/thread/3325965
Thanks & Regards,
Kumar Gaurav