Actually yes I have infact I copied the example ;)
Even the example did not work.
I run Jboss 4.0.0 as default.
And then I cut and paste TestService.sar in the deploy folder...
Here I will provide my code and XML descriptors...
jboss-service.xml for my Mbean...
Ass for persisteName I get an exception listed below the code...
<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE mbean PUBLIC
 "-//JBoss//DTD JBOSS XMBEAN 1.1//EN"
 "http://www.jboss.org/j2ee/dtd/jboss_xmbean_1_1.dtd">
<server>
 <mbean code="org.package.TestService" name="org.package:service=TestService" xmbean-dd="">
 <xmbean>
 <!-- MBean Info -->
 <description>Test Service</description>
 <descriptors>
 <persistence persistPolicy="OnUpdate"/>
 <persistence-manager value="org.jboss.mx.persistence.DelegatingPersistenceManager"/>
 </descriptors>
 <class>org.package.TestService</class>
 <!-- Attributes -->
 <attribute access="read-write" getMethod="getParam" setMethod="setParam">
 <description>A parameter</description>
 <name>Param</name>
 <type>java.lang.String</type>
 <descriptors>
 <value value="Hello World"/>
 </descriptors>
 </attribute>
 <operation>
 <description>Prints the parameter value to the console.</description>
 <name>printParam</name>
 </operation>
 &defaultAttributes;
 &defaultOperations;
 </xmbean>
 </mbean>
</server>
jboss-service.xml of Jboss, persistence section... 
 <!-- ==================================================================== -->
 <!-- XMBean Persistence -->
 <!-- ==================================================================== -->
 <mbean code="org.jboss.system.pm.AttributePersistenceService"
 name="jboss:service=AttributePersistenceService"
 xmbean-dd="resource:xmdesc/AttributePersistenceService-xmbean.xml">
 <!-- the AttributePersistenceService is persistent, itself -->
 <!--
 <attribute name="AttributePersistenceManagerClass">org.jboss.system.pm.XMLAttributePersistenceManager</attribute>
 <attribute name="AttributePersistenceManagerConfig">
 <data-directory>data/xmbean-attrs</data-directory>
 </attribute>
 <attribute name="ApmDestroyOnServiceStop">false</attribute>
 <attribute name="VersionTag"></attribute>
 -->
 </mbean>
My Service's code... 
package org.package;
import org.jboss.system.ServiceMBean;
public interface TestServiceMBean extends ServiceMBean
{
 public void setParam(String param);
 public String getParam();
 public void printParam();
}
package org.package;
import java.util.*;
import org.jboss.system.ServiceMBeanSupport;
import org.apache.xmlrpc.*;
public class TestService extends ServiceMBeanSupport implements
 TestServiceMBean
{
 String param = "Not initialized.";
 public void setParam(String param)
 {
 this.param = param;
 }
 public String getParam()
 {
 return(param);
 }
 public void printParam()
 {
 log.info("Param value: " + param);
 }
 protected void startService() throws Exception
 {
 log.info("Starting service...");
 try
 {
 XmlRpcClient xmlrpc = new XmlRpcClient ("https://deesse.trustmarque.ca");
 Vector params = new Vector ();
 params.addElement ("some parameter");
 // this method returns a string
 Vector result = (Vector) xmlrpc.execute ("system.listMethods", params);
 Iterator it = result.iterator();
 while(it.hasNext())
 {
 log.info((String)it.next());
 }
 }
 catch(Exception ex)
 {
 log.error(ex.toString());
 }
 }
 protected void stopService() throws Exception
 {
 log.info("Stopping service...");
 }
}
The reason I use persiste name is because if I don' t use it Iget the following exception when deploying... 
16:16:40,058 WARN [EntityResolver] Entity is not registered, publicId=-//JBoss/ 
/DTD JBOSS XMBEAN 1.1//EN systemId=http://www.jboss.org/j2ee/dtd/jboss_xmbean_1_ 
1.dtd 
16:16:40,105 WARN [BasicMBeanRegistry] javax.management.MBeanRegistrationExcept 
ion: preRegister() failed: [ObjectName='org.tmi:service=TestService', Class=org. 
tmi.TestService (org.tmi.TestService@181e7fe)] 
16:16:40,105 INFO [TestService] Registration is not done -> stop 
16:16:40,105 ERROR [MainDeployer] could not create deployment: file:/C:/Programm 
ing/jboss-4.0.0/server/default/deploy/TestService.sar/ 
org.jboss.deployment.DeploymentException: - nested throwable: (java.lang.reflect 
.InvocationTargetException) 
 at org.jboss.system.ServiceConfigurator.install(ServiceConfigurator.java 
:139) 
 at org.jboss.system.ServiceController.install(ServiceController.java:200 
) 
 at sun.reflect.GeneratedMethodAccessor45.invoke(Unknown Source) 
 at sun.reflect.DelegatingMethodAccessorImpl.invoke(DelegatingMethodAcces 
sorImpl.java:25) 
 at java.lang.reflect.Method.invoke(Method.java:585) 
 at org.jboss.mx.interceptor.ReflectedDispatcher.invoke(ReflectedDispatch 
er.java:141) 
 at org.jboss.mx.server.Invocation.dispatch(Invocation.java:80) 
 at org.jboss.mx.server.Invocation.invoke(Invocation.java:72) 
 at org.jboss.mx.server.AbstractMBeanInvoker.invoke(AbstractMBeanInvoker. 
java:242) 
 at org.jboss.mx.server.MBeanServerImpl.invoke(MBeanServerImpl.java:642) 
 at org.jboss.mx.util.MBeanProxyExt.invoke(MBeanProxyExt.java:176) 
 at $Proxy4.install(Unknown Source) 
 at org.jboss.deployment.SARDeployer.create(SARDeployer.java:208) 
 at org.jboss.deployment.MainDeployer.create(MainDeployer.java:889) 
 at org.jboss.deployment.MainDeployer.deploy(MainDeployer.java:745) 
 at org.jboss.deployment.MainDeployer.deploy(MainDeployer.java:709) 
 at sun.reflect.GeneratedMethodAccessor29.invoke(Unknown Source) 
 at sun.reflect.DelegatingMethodAccessorImpl.invoke(DelegatingMethodAcces 
sorImpl.java:25) 
 at java.lang.reflect.Method.invoke(Method.java:585) 
 at org.jboss.mx.interceptor.ReflectedDispatcher.invoke(ReflectedDispatch 
er.java:141) 
 at org.jboss.mx.server.Invocation.dispatch(Invocation.java:80) 
 at org.jboss.mx.interceptor.AbstractInterceptor.invoke(AbstractIntercept 
or.java:119) 
 at org.jboss.mx.server.Invocation.invoke(Invocation.java:74) 
 at org.jboss.mx.interceptor.ModelMBeanOperationInterceptor.invoke(ModelM 
BeanOperationInterceptor.java:131) 
 at org.jboss.mx.server.Invocation.invoke(Invocation.java:74) 
 at org.jboss.mx.server.AbstractMBeanInvoker.invoke(AbstractMBeanInvoker. 
java:242) 
 at org.jboss.mx.server.MBeanServerImpl.invoke(MBeanServerImpl.java:642) 
 at org.jboss.mx.util.MBeanProxyExt.invoke(MBeanProxyExt.java:176) 
 at $Proxy8.deploy(Unknown Source) 
 at org.jboss.deployment.scanner.URLDeploymentScanner.deploy(URLDeploymen 
tScanner.java:305) 
 at org.jboss.deployment.scanner.URLDeploymentScanner.scan(URLDeploymentS 
canner.java:481) 
 at org.jboss.deployment.scanner.AbstractDeploymentScanner$ScannerThread. 
doScan(AbstractDeploymentScanner.java:204) 
 at org.jboss.deployment.scanner.AbstractDeploymentScanner$ScannerThread. 
loop(AbstractDeploymentScanner.java:215) 
 at org.jboss.deployment.scanner.AbstractDeploymentScanner$ScannerThread. 
run(AbstractDeploymentScanner.java:194) 
Caused by: java.lang.reflect.InvocationTargetException 
 at org.jboss.mx.server.MBeanServerImpl.registerMBean(MBeanServerImpl.jav 
a:1426) 
 at org.jboss.mx.server.MBeanServerImpl.registerMBean(MBeanServerImpl.jav 
a:1327) 
 at org.jboss.mx.server.MBeanServerImpl.createMBean(MBeanServerImpl.java: 
328) 
 at org.jboss.system.ServiceCreator.install(ServiceCreator.java:149) 
 at org.jboss.system.ServiceConfigurator.internalInstall(ServiceConfigura 
tor.java:149) 
 at org.jboss.system.ServiceConfigurator.install(ServiceConfigurator.java 
:114) 
 ... 33 more 
Caused by: javax.management.MBeanException 
 at org.jboss.mx.interceptor.ReflectedDispatcher.handleInvocationExceptio 
ns(ReflectedDispatcher.java:166) 
 at org.jboss.mx.interceptor.ReflectedDispatcher.invoke(ReflectedDispatch 
er.java:149) 
 at org.jboss.mx.server.Invocation.dispatch(Invocation.java:80) 
 at org.jboss.mx.interceptor.AbstractInterceptor.invoke(AbstractIntercept 
or.java:119) 
 at org.jboss.mx.server.Invocation.invoke(Invocation.java:74) 
 at org.jboss.mx.interceptor.ModelMBeanOperationInterceptor.invoke(ModelM 
BeanOperationInterceptor.java:131) 
 at org.jboss.mx.server.Invocation.invoke(Invocation.java:74) 
 at org.jboss.mx.server.AbstractMBeanInvoker.invoke(AbstractMBeanInvoker. 
java:242) 
 at org.jboss.mx.server.MBeanServerImpl.invoke(MBeanServerImpl.java:642) 
 at org.jboss.mx.server.MBeanServerImpl$3.run(MBeanServerImpl.java:1397) 
 at java.security.AccessController.doPrivileged(Native Method) 
 at org.jboss.mx.server.MBeanServerImpl.registerMBean(MBeanServerImpl.jav 
a:1392) 
 ... 38 more 
Caused by: javax.management.MBeanRegistrationException: preRegister() failed: [O 
bjectName='org.tmi:service=TestService', Class=org.tmi.TestService (org.tmi.Test 
Service@181e7fe)] 
 at org.jboss.mx.server.registry.BasicMBeanRegistry.invokePreRegister(Bas 
icMBeanRegistry.java:707) 
 at org.jboss.mx.server.registry.BasicMBeanRegistry.registerMBean(BasicMB 
eanRegistry.java:197) 
 at sun.reflect.GeneratedMethodAccessor1.invoke(Unknown Source) 
 at sun.reflect.DelegatingMethodAccessorImpl.invoke(DelegatingMethodAcces 
sorImpl.java:25) 
 at java.lang.reflect.Method.invoke(Method.java:585) 
 at org.jboss.mx.interceptor.ReflectedDispatcher.invoke(ReflectedDispatch 
er.java:141) 
 ... 48 more 
Caused by: javax.management.MBeanException 
 at org.jboss.mx.persistence.DelegatingPersistenceManager.init(Delegating 
PersistenceManager.java:234) 
 at org.jboss.mx.persistence.DelegatingPersistenceManager.load(Delegating 
PersistenceManager.java:74) 
 at org.jboss.mx.modelmbean.ModelMBeanInvoker.load(ModelMBeanInvoker.java 
:372) 
 at org.jboss.mx.modelmbean.ModelMBeanInvoker.init(ModelMBeanInvoker.java 
:485) 
 at org.jboss.mx.modelmbean.ModelMBeanInvoker.invokePreRegister(ModelMBea 
nInvoker.java:447) 
 at org.jboss.mx.server.AbstractMBeanInvoker.preRegister(AbstractMBeanInv 
oker.java:613) 
 at org.jboss.mx.server.registry.BasicMBeanRegistry.invokePreRegister(Bas 
icMBeanRegistry.java:691) 
 ... 53 more 
Caused by: java.lang.Exception: must specify a value for: persistName 
 ... 60 more 
Thanks