If you are using jboss 3.0 rc1, please see http://main.jboss.org/forums/thread.jsp?forum=67&thread=13366
Note that the location of example files has changed from location indicated in the manual.
If this does not help, check your startup log for messages, and jndiview to see what is actually bound, and post with more information.
What if we're using 2.4.4? How do we do it there?
,for 2.4.4, modify the appropriate mbean in jboss.jcml, and don't use any of the jboss 3 config stuff.