You need to add the MDB resource to the EJB subsystem. The following needs to be added to the EJB3 subsystem in your XML configuration. There might be a way in CLI or the web console as well.
<mdb>
<resource-adapter-ref resource-adapter-name="hornetq-ra"/>
<bean-instance-pool-ref pool-name="mdb-strict-max-pool"/>
</mdb>