I had the same sort of problem. The admin-console uses the Seam framework.
In addition to the changes needed for the jmx-console and the web-console the admin-cosole needs a change to tell Seam what to use for authentication.
There is a components.xml file in the server's deploy/admin-console.war/WEB-INF directory. That contains a security section that needs to change.
<security:identity jaas-config-name="your-security" remember-me="true"/>
That worked for me in JBoss 5.1 EAP.
Here's where I found the info: