the file doc/examples/jms/derby-jdbc2-service.xml containt the follow line
<depends optional-attribute-name="ConnectionManager">jboss.jca:service=LocalTxCM,name=....</depends>
that is applicable to jboss 3.x instead
<depends optional-attribute-name="ConnectionManager">jboss.jca:service=DataSourceBinding,name=...</depends>
according to http://wiki.jboss.org/wiki/Wiki.jsp?page=ConfigJBossMQDB

this errors comes also when form the webstart installer you choose derby as default datasource instead hipersonic.