It does work and beautifully so, I tried to post the modified xml files for you but this form thingy doesn't let me...there are some posts around but not very complete, you need some configuration changes.
1. jboss.xml add <configuration-name>Remote JMS Server</configuration-name> to your message driven bean.
2. go to conf/standardjboss.xml, look for a container configuration for "Standard Message Driven Bean". Take that whole configuration starting at <container-configuration> and copy it below. Change "Standard...." to "Remote JMS Server" to match your jboss.xml at(1). Then go and change the value of JMSProviderAdapterJNDI to RemoteJMSServer.
3. go to /deploy jms-service.xml. Make a copy of the jms provider loader group. Now change name="JBossMQProvider" with name="RemoteJMSProvider" the attribute text for ProviderName from JBossMQProvider to RemoteJMSProvider,
add this: remote:1099, take out leading "java:/" from the Queue and Topic factory ref.
The remote JMS server must be running when the JBoss server containing the MDB's start! If the remote server goes down, the MDB tries to reconnect, but it might fail (bug in 3.04)