Yep, JBossMQ (or in fact any JMS-compliant message broker) allows you to do it.
You can either download JBossMQ as a stand-alone, or the whole of JBoss (includes JBossMQ). The latter may be better since you are bound to want to play with EJB's at some point.
On the other hand, to play with JMS you do not need to create any EJB's. Documentation-wise the JBoss manual is a good starting point. For full EJB details, the best (IMHO) book is Ed Roman: Mastering Enterprise JavaBeans (make sure you get the 2002 edition).