The element in bold, must be added to the jbossmq-destinations-service.xml File for the example to work!
<mbean code="org.jboss.mq.server.jmx.Queue" name="jboss.mq.destination:service=Queue,name=MyQueue">
<depends optional-attribute-name="DestinationManager"> jboss.mq:service=DestinationManager</depends>
</mbean>
.. well that's how i got it working :-)
