Search for these terms in the forum: "NameNotFoundException comp not bound". And don't forget to click the 'Search for all terms' radio button or your will get way too many unrelated hits. Doing this I found several posts that could help. Here's one:

http://www.jboss.com/index.html?module=bb&op=viewtopic&t=64904 (pay specific attention to using JNDIView)

I assume that you have read the documentation, particularly the chapter on naming (http://docs.jboss.com/jbossas/guides/j2eeguide/r2/en/html_single/#ch3.chapter). Pay particular attention to how jboss-web.xml works in conjunction with the naming entries in web.xml to populate the java:comp/env context.