I have the (lack of) fortune to be stuck trying to setup OracleAS JMS for my application via JDeveloper. Oracle wants you to use their Oracle JMS which is a big nasty, slow thing that wants to hook into a database and utilize a web interface (I have no idea what the web interface is for, but it seems to be typical Oracle garbage). Despite the fact that they even tout how they offer two different JMS services, I can find absolutely nothing on how to configure the light-weight version.
I doubt anyone here has been roped into using this crappy platform (OracleAS 10g), but does anyone have any ideas? I can't even find the application server specific deployment file for registering a jms service.
Check the following link
The alternative is to use what is called OracleAS or OC4J JMS which is a file and memory based JMS provider, which is about as lightweight and easy to use as it gets. One config file and you are done. Same doc URL as Raghu has given you.
A faq about the two providers giving a high level summary is:
The JMS queue/topic config file for OracleAS JMS being jms.xml typically located in <ORACLE_HOME>\j2ee\home\config and then for your MDBs being the orion-ejb-jar.xml deployed with your app.