Why are you using JBoss AS 5.0.0.CR2? That is over a year old and a lot changed in JBoss AS since then.
You should be using either 5.0.1.GA or 5.1.0.GA.
Also, the book JBoss at Work is based on JBoss AS 4.0.2, and the JMS system has change radically between that version (which uses JBossMQ) and 5.x (which uses JBoss Messaging). I suggest using getting JBoss in Action - it provides all the details for setting up some simple JMS applications with JBoss AS 5.x.