Which server profile set are you runing, and how are you packging your EJB?
If you packaged EJB app with ear format, then add your jars into the ear's lib directory.
If you packaged EJB as just plain jar, then you can add your third party jars into the deploy directory. You would have to ensure the EJB deploy order comes after your third party jars.
If you want to add third party jars to the jboss <serveInstance>/lib, then ensure you restart the server afterward. It's not hot-deployable there. You only should put it here when you want to share it to all applications in your server.
Any of the methods above should work. Check with the jboss doc for more details.