The connection object is a wrapper. You need to get the underlying connection. See org.jboss.test.jca.ejb.LocalWrapperCleanupTestSessionBean of the testsuite (with the source) for an example of getting the underlying connection.
Hope that helps. I haven't used an underlying connection in a fair while so hopefully it will still work.
There might be J2EE transactional ramifications to this. YMMV.