When I tried adding a queue using an entry like the one specified on page 34 of the "Getting Started Guide" I ran into trouble, until I figured out that I need to also have a DestinationManager dependency. So the actual entry needed in jbossmq-destinations-service.xml should look like this:
<mbean code="org.jboss.mq.server.jmx.Queue" name="jboss.mq.destination:service=Queue,name=MyQueue"> <depends optional-attribute-name="DestinationManager">jboss.mq:service=DestinationManager</depends> </mbean>