The Jboss folks have made this about as easy as possible but it has changed in the 3.2 release.
There is a file labelled mysql-ds.xml somewhere in your distribution. Copy it to your deploy folder and change the following:
(see below for the actual contents of the file)
->> yourdatasourcename - to your data source name, mySqlDS is common. This is the name you use to refer to things in your ejb descriptor
yourserveripaddress - whatever your server ip address or URL is. localhost if your working on the same machine as mysql
yourdatabasename - whatever it is defined as in mysql
yourdatabaseusername - as defined in mysql
yourpassword - ditto
If you're using a different driver, you may have to change the driver signature as well.
Here's the text of the file minus the header stuff.
That's all there is to it. Good luck,