I was just about to ask this same question.
I assume what you want is another ConnectionFactoryLoader or XADataSourceLoader mbean to be started up while jboss is running.
This can be done programatically through the mbean server. An example of how to do it with a ConnectionFactoryLoader for jboss 3 can be found in the testsuite "jmx" directory. Most of the attribute names are different in jboss 2.4.4, but the principles are the same.
In jboss 3 you can also hot-deploy an xml configuration file containing the ConnectionFactoryLoader config. This could be done by hand or programatically, but the config needs to be in a file.
You can do something similar in jboss 2.4 if you apply the "making configuration service a deployer" patch: however you will probably have to modify it to make it work with any current jboss 2.4 version.