This would require a customization of JMS transport level. Create an RFE on sourceforge with the example socket code and we'll see if we can integrate support for this into the existing UIL2 transport, or at least provide sufficient configuration capability to enable it.
You can supply custom socket factories for both the JMS layer and EJB layer so its likely that you can already do this. Start with the RFE and if its doable we can create a wiki page describing how to migrate your code to work with jboss.
I've added a RFE with the title "kerberos for JMS" to sourceforge.
Maybe there is a possible solution.