I'm on the same path: just experimenting with Solarmetric Kodo JDO. The following URL has some setup info for JBoss:
Keen to hear if you've had any success - particularly with open source implementations.
LiDO works ok with jboss, there is a configuration sample included in cvs for at least jboss Branch_3_0.
AFAIK there are no open source implementations that work at the moment. OJB is working on one but I think they have a long way to go. I'm experimenting with implementing something based on the jboss cmp2 engine but don't know yet if it will work.
So far my opinion is that cmp2 is much more suitable for use in enterprise applications, but unfortunately it doesn't support polymorphism yet.