MSSQL? You have my condolences ;-)
Anyway - you need the MSSQL JDBC driver, and you should set up an MSSQL DS on JBoss.
A standalone, JDBC "hello world" is an *EXCELLENT* way to test connectivity. If your JDBC app can connect to MSSQL, then JBoss should, as well (provided, of course, you've configured your JDBC driver and DS configuration file). Forthe "real" JBoss application, of course, you should definitely use JNDI (not JDBC).
This article might be of help (albeit *limited* help: its focus is on Windows clients, not JBoss/Linux):
Make *SURE* your MSSQL database instance is set to "Mixed Mode". The default is "Windows Authentication" ...
'Hope that helps .. PSM