I've seen people use the getResourceAsStream(String name) - method in java.lang.Class. Haven't tried it out myself. Probably it will look in the VM's class library for your xsl-file, so make sure that your jar with the xsl-file is in your classpath or loaded into the current VM.
P.S.: Thanx for your comments about using setCatalog for multiple databases. Now i (think) i understand why Jboss throws exception's when rolling back db-connections