1. Get the jbossesb distro.
2. updated to install deployment.properties to your settings.
3. run the deploy task (This will configure your jbossAS and deploy a jbossesb.sar)
4. Bring up jbossAS.
5. Done, it all runs out of the box on hsqldb.

To actually do something:

In the server/default/conf directory you will find two config files:
jbossesb-listener.xml
jbossesb-gateway.xml

!!! you can add xml fragments in there and when the controller reload your listeners and gateways come up !!! So try pasting in the Hello World config.