I had problems getting Sonic's example for Configuring JBoss 3.2.5 with Sonic 6.1(http://www.sonicsoftware.com/cgi-bin/sonic.cgi/dx_view_entry.w?entry_id=188) to work in JBoss 4.0.1. When JBoss started it gave the following exception:

550 ERROR [org.jboss.jms.jndi.JMSProviderLoader] Starting failed jboss.mq:name=JBossMQProvider,service=JMSProviderLoader
java.lang.ClassNotFoundException: No ClassLoaders found for: org.jboss.jms.jndi.JBossMQProvider
at org.jboss.mx.loading.LoadMgr3.beginLoadTask(Lorg.jboss.mx.loading.ClassLoadingTask;Lorg.jboss.mx.loading.UnifiedLoaderRepository3;)Z(LoadMgr3.java:292)
at org.jboss.mx.loading.RepositoryClassLoader.loadClassImpl(Ljava.lang.String;ZI)Ljava.lang.Class;(RepositoryClassLoader.java:464)
at org.jboss.mx.loading.RepositoryClassLoader.loadClass(Ljava.lang.String;Z)Ljava.lang.Class;(RepositoryClassLoader.java:374)
at java.lang.ClassLoader.loadClass(Ljava.lang.String;)Ljava.lang.Class;(Unknown Source)
at org.jboss.jms.jndi.JMSProviderLoader.startService()V(JMSProviderLoader.java:195)
at org.jboss.system.ServiceMBeanSupport.jbossInternalStart()V(ServiceMBeanSupport.java:272)
...

The fix is to edit the sonicmq-service.xml file in the deploy directory and change
org.jboss.jms.jndi.JBossMQProvider to org.jboss.jms.jndi.JNDIProviderAdapter. Restart JBoss and the example MDBs will work as advertised.