Besides placing the *-ds.xml file for your datasource in the deploy directory, there are some settings you will need in web.xml and jboss-web.xml. Here is a post I did a while ago that lists the specifics:
http://community.jboss.org/message/251298#251298
Oh, I should mention that the instructions in the above link are is you want to use the
java:comp/env context. If you don't want to use that context, then the JNDI name you use for lookup is "java:xxx" where xxx is the <jndi-name> value in *-ds.xml.