I had similar problem. What I did wrong, was that in configuration file for my classes I've added my JMSAppender to the root. According to the specification of log4j, adding anything to any logger (including root) first erases everything, and than adds included appenders. So this way I erased all apenders for root (including console appender) and added my JMSAppender. Therefore JBoss could not log anything to console anymore and the last message I saw was something like you got.
Solution for my application was creating separate logger in JBOSS_HOME/server/YourServer/config/log4j.xml with additivity paramter set to false:
<category name="com.myCompany" additivity="false>
(or for JBoss using log4j-1.2.8
And in the configuration file for my application instead of writing
Hope this helped anyhow