MySQL will be supported with MQ 4.1 which is currently in beta. You can download the community preview of Open Message Queue 4.1 at http://mq.dev.java.net/downloads.html.
To use MySQL as the JDBC-based persistent store you need to set the following properties in your config.properties file:
imq.brokerid=<brokerID>
imq.persist.store=jdbc
imq.persist.jdbc.dbVendor=mysql
imq.persist.jdbc.mysql.user=<user>
imq.persist.jdbc.mysql.password=<password>
imq.persist.jdbc.mysql.property.url=<url>
Hope this help!