When you say it's not working properly, do you mean that you don't see any println?
Based on what it sounds like you want to see, I'd suggest setting the terminal property to false on the MessagePersister :
<action name="PersistAction" class="org.jboss.soa.esb.actions.MessagePersister"
<property name="terminal" value="false"/>
<property name="classification" value="test" />
<property name="message-store-class" value="org.jboss.internal.soa.esb.persistence.format.db.DBMessageStoreImpl" />
Thanks for your reply. Its working fine now.