Ok, I just saw that there is an option in the web console to switch security off and configure some other issues. Great
You need to run bin/add-user.sh. Make sure to add an "Application User" and then use those credentials in your JMS client to connect to the server. See "An Important Note on Security" in the AS7.1 release notes for more information.
Note: You don't have to stop the server to add a user.