Take a look at the appendix of the workbook for JBoss that accompanies the O'Reilly EJB book at:
Although all the code examples from the book are set up to work with the hypersonic database, the appendix shows how to set up the examples from chapter 6 so they use an Oracle database. The code is also there.
You must lookup java:/OracleDS. Example:
InitialContext ic = new InitialContext("java:/OracleDS");
ods = (DataSource) ic.lookup();
Connection conn = ods.getConnection();
I think, this is a "feature" of JBoss.
Thanks for your replies!