Got it. This is what I needed to do:
Add entries to my ejb-jar.xml file:
<env-entry>
<env-entry-name>SMTPMailServer</env-entry-name>
<env-entry-type>java.lang.String</env-entry-type>
<env-entry-value>internalmail.ourcompany.com</env-entry-value>
</env-entry>
Add code to my MessageDrivenBean:
String SMTPMailServer = (String)ctx.lookup("java:comp/env/SMTPMailServer");