More info, please.
_Always_ exact jboss version
the contents of the deployment configuration for your adapter (*-service.xml for jboss 3.x, snippet from jboss.jcml for jboss 2.4.x)
Also, did you correctly implement sending the connection closed event in your adapter? Are you in fact closing the connection handles in your code?
if you use JBoss3RC1, and if you have this problem despite you close everything, it may come from a little bug in NoTxConnectionManager, see
I was not correctly firing the close event in my Managed Connection.