This is part of the EAR vs. WAR classloader nastiness, which you'll find many threads on. If you put your beans and webapps into an EAR, you'll be able to do JNDI lookups. If you deploy them separately, you ABSOLUTELY MUST fill in jboss-web.xml.
Fortunately, this as simple as starting your Bean class off with some XDoclet instructions:
* @jboss:ejb-ref-jndi ref-name="MyBean"
Your binding problems should go away after that.
Is there a tutorial somewhere that shows how to create JBoss-web.xml file using xdoclet? I am using JBuilder 6 and a nifty plug-in from Inprise Code Central that generates my jboss.xml and jaws.xml files for me, it also allows us to create the config info via a UI that displays within JB6 just like for Weblogic. My organization "Allegiance Telecom Inc" has made the commitment to replace 16 Weblogic servers with JBoss 2.4.44/Tomcat4.0.1, we will even use it in production (removing another 8 cpu licenses) for all apps but one (which will be the last to go after we are sure of success). This has been a major coup for us and all the folks at JBoss, soon we will have another success story for Marc F.