Did you define your connection factory and queue references in standalone-full.xml ?
I'm not an expert with Jboss, I'm just starting studying how to work with Apache Active MQ , and I run in a similar issue...
As i told you, i'm all but a jboss expert. As far as i know, you need to edit standalone-full.xml configuration file and add proper entries for managed objects, like queues, conn factories, or activation specs.Otherwise, when your mdb is istantiated by the cointainer, lookup of such entities will fail and the container will complain consequently. I started using active mq as external broker, you're using hornetq which is the default embedded jms provider for jboss; anyway i suppose configuration steps to be quite the same. Did you have a look to jboss docs and tutorial?
This cake looks terrible, but it tastes great! Now take a bite out of this tiny ad: