I think the default messaging in 5.1 is JBoss Messaging, not JBoss MQ.
However, I'd suggest you try HornetQ, it's next generation messaging in AS 5 and plus. It's very easy to install and of very high performance.
Thank you. I have gone through HornetQ and decided to use it. Do we GUI based admin console to view and manage messages in Queue/Topic?
We will have the admin console with JBoss6 . (it's on AS/trunk already).