The short version: you need to edit or replace deploy/hsqldb-ds.xml, deploy/jms/hsqldb-jdbc-state-service.xml, and deploy/jms/hsqldb-jdbc2-service.xml with appropriate equivalents.
In place of deploy/hsqldb-ds.xml you'll use your preferred data source
In place of deploy/jms/hsqldb-jdbc2-service.xml you'll start with the best fit from the docs/examples/jms folder and edit to suit your data source
The deploy/jms/hsqldb-jdbc-state-service.xml isn't really all that Hypersonic-specific. You may only need to change the data source name (and probably want to rename the file appropriately)
Hope this helps