If you go to the JBoss Messaging home page (go to jboss.org and follow the links), that will explain what JBoss Messaging is.
JBoss MQ is the system that came before JBoss Messaging and is in JBoss AS 4.2.3
You'll find that JBoss Messaging, as a project is superseded by HornetQ.
So we have
JBoss MQ--->JBoss Messaging--->HornetQ
Also, there's an explanation in wikipedia