If you are using EE, then I recommend using WMQ connector. Documentation available in: http://www.mulesoft.org/documentation...
If you have to use JMS, you need to create a spring bean for WebSphere connection factory and use it in your JMS connector connectionFactory-ref attribute.
<spring:bean name="MQConnectionFactory" class="com.ibm.mq.jms.MQQueueConnectionFactory">
<spring:property name="hostName" value="localhost"/>
<spring:property name="port" value="1414"/>
<spring:property name="queueManager" value="localmanager"/>
<spring:property name="transportType" value="1"/>
</spring:bean>
Don't forget to copy com.ibm.mqjms.jar into your Mule's classpath.
You need to use the com.ibm.mq.jms.MQXAQueueConnectionFactory class instead if you are using XA transactions.