JBMQ is the old JMS implementation whereas JBoss Messaging is a new (rewritten) version.
At present JBMQ is still shipped with 4.0.X and 4.2.0 but can be replaced by JBoss messaging.
Any link for comparison and how to switch?
Their project page would be a good start :)
http://labs.jboss.com/jbossmessaging/