I'm running 
- JBoss AS 4.0.3SP1
- JBoss Messaging 1.0.1.CR2
- MySQL 5.0.20a for Win32
- MySQL 5.0.0-beta (for XAConnection)

I did notice that MySQL has bug #17343 against the XAConnection, but not sure 
if it's the same problem.

Below is my config, let me know if you need anything else.

Messaging datasource:

<datasources>
  |    <xa-datasource>
  | 
  |       <!-- The jndi name of the DataSource, it is prefixed with java:/ -->
  |       <!-- Datasources are not available outside the virtual machine -->
  |       <jndi-name>IMPJMSDatasource</jndi-name>
  | 
  |       <track-connection-by-tx/>
  | 
  |       <isSameRM-override-value>false</isSameRM-override-value>
  |       
  |       <no-tx-separate-pools />
  | 
  |       <!-- The driver class -->
  |       
<xa-datasource-class>com.mysql.jdbc.jdbc2.optional.MysqlXADataSource</xa-datasource-class>
  |       <xa-datasource-property 
name="URL">jdbc:mysql://127.0.0.1/imp_jms</xa-datasource-property>
  | 
  |       <!-- The minimum connections in a pool/sub-pool. Pools are lazily 
constructed on first use -->
  |       <min-pool-size>5</min-pool-size>
  | 
  |       <!-- The maximum connections in a pool/sub-pool -->
  |       <max-pool-size>100</max-pool-size>
  | 
  |       <!-- The time before an unused connection is destroyed -->
  |       <!-- NOTE: This is the check period. It will be destroyed somewhere 
between 1x and 2x this timeout after last use -->
  |       <!-- TEMPORARY FIX! - Disable idle connection removal, HSQLDB has a 
problem with not reaping threads on closed connections -->
  |       <idle-timeout-minutes>0</idle-timeout-minutes>
  | 
  |       <!-- sql to call on an existing pooled connection when it is obtained 
from pool -->
  |       <check-valid-connection-sql>select 1 from 
dual</check-valid-connection-sql>
  | 
  |       <!-- Whether to check all statements are closed when the connection 
is returned to the pool,
  |            this is a debugging feature that should be turned off in 
production -->
  |       <!-- track-statements/ -->
  | 
  |       <!-- Use the security domain defined in conf/login-config.xml -->
  |       <security-domain>IMPMQDbRealm</security-domain>
  | 
  |       <!-- corresponding type-mapping in the standardjbosscmp-jdbc.xml 
(optional) -->
  |       <metadata>
  |          <type-mapping>mySQL</type-mapping>
  |       </metadata>
  |       
  |    </xa-datasource>
  | 
  | </datasources>

Application Datasource:

<datasources>
  |    <xa-datasource>
  | 
  |       <!-- The jndi name of the DataSource, it is prefixed with java:/ -->
  |       <!-- Datasources are not available outside the virtual machine -->
  |       <jndi-name>IMPDatasource</jndi-name>
  | 
  |       <track-connection-by-tx /> 
  |       
  |       <isSameRM-override-value>false</isSameRM-override-value>
  |       
  |       <no-tx-separate-pools />
  | 
  |       <!-- The driver class -->
  |       
<xa-datasource-class>com.mysql.jdbc.jdbc2.optional.MysqlXADataSource</xa-datasource-class>
  |       <xa-datasource-property 
name="URL">jdbc:mysql://127.0.0.1/imp</xa-datasource-property>
  | 
  |       <!-- The minimum connections in a pool/sub-pool. Pools are lazily 
constructed on first use -->
  |       <min-pool-size>5</min-pool-size>
  | 
  |       <!-- The maximum connections in a pool/sub-pool -->
  |       <max-pool-size>100</max-pool-size>
  | 
  |       <!-- The time before an unused connection is destroyed -->
  |       <!-- NOTE: This is the check period. It will be destroyed somewhere 
between 1x and 2x this timeout after last use -->
  |       <!-- TEMPORARY FIX! - Disable idle connection removal, HSQLDB has a 
problem with not reaping threads on closed connections -->
  |       <idle-timeout-minutes>0</idle-timeout-minutes>
  | 
  |       <!-- sql to call on an existing pooled connection when it is obtained 
from pool -->
  |       <check-valid-connection-sql>select 1 from 
dual</check-valid-connection-sql>
  |       
  |       <!-- Whether to check all statements are closed when the connection 
is returned to the pool,
  |            this is a debugging feature that should be turned off in 
production -->
  |       <!-- track-statements/ -->
  | 
  |       <!-- Use the security domain defined in conf/login-config.xml -->
  |       <security-domain>IMPDbRealm</security-domain>
  | 
  |       <!-- corresponding type-mapping in the standardjbosscmp-jdbc.xml 
(optional) -->
  |       <metadata>
  |          <type-mapping>mySQL</type-mapping>
  |       </metadata>
  |  
  |    </xa-datasource>
  | 
  | </datasources>

Security Domains:

    <application-policy name = "messaging">
  |         <authentication>
  |              <login-module code = 
"org.jboss.security.auth.spi.UsersRolesLoginModule"
  |              flag = "required" >
  |           <module-option name = 
"unauthenticatedIdentity">guest</module-option>
  |           <module-option name = 
"usersProperties">messaging-users.properties</module-option>
  |           <module-option name = 
"rolesProperties">messaging-roles.properties</module-option>
  |           </login-module>
  |         </authentication>
  |     </application-policy>
  | 
  |     <application-policy name = "IMPDbRealm">
  |        <authentication>
  |           <login-module code = 
"org.jboss.resource.security.ConfiguredIdentityLoginModule"
  |              flag = "required">
  |              <module-option name = "principal">root</module-option>
  |              <module-option name = "userName">root</module-option>
  |              <module-option name = "password">password</module-option>
  |              <module-option name = 
"managedConnectionFactoryName">jboss.jca:service=XATxCM,name=IMPDatasource</module-option>
  |           </login-module>
  |        </authentication>
  |     </application-policy>
  | 
  |     <application-policy name = "IMPMQDbRealm">
  |        <authentication>
  |           <login-module code = 
"org.jboss.resource.security.ConfiguredIdentityLoginModule"
  |              flag = "required">
  |              <module-option name = "principal">root</module-option>
  |              <module-option name = "userName">root</module-option>
  |              <module-option name = "password">password</module-option>
  |              <module-option name = 
"managedConnectionFactoryName">jboss.jca:service=XATxCM,name=IMPJMSDatasource</module-option>
  |           </login-module>
  |        </authentication>
  |     </application-policy>
  | 
  |     <application-policy name = "JmsXARealm">
  |        <authentication>
  |           <login-module code = 
"org.jboss.resource.security.ConfiguredIdentityLoginModule"
  |              flag = "required">
  |              <module-option name = "principal">guest</module-option>
  |              <module-option name = "userName">guest</module-option>
  |              <module-option name = "password">guest</module-option>
  |              <module-option name = 
"managedConnectionFactoryName">jboss.jca:service=TxCM,name=JmsXA</module-option>
  |           </login-module>
  |        </authentication>
  |     </application-policy>

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