Mr Szczyp,
From looking at the code, the error message you report means one of two things:
1. The JNDI name you specified doesn't exist or
2. That the object that you bound to that name doesn't have its "name" attribute set.
You don't say which version of GF you were using. But when I tried this using V2 UR2 (I navigated to Resources -> JMS Resources -> Destination resources and pressed "New") the dialog was different to your description: it prompted me to supply not only the JNDI name but also the "physical destination name" (which sets the name attribute). That said, you say you set the name attribute anyway, so I can't explain your error. However the problem lies somewhere in the JNDI settings so I would be tempted to try repeating this part of the process.
Although you do need to associate your JNDI name with a physical destination name, you don't have to create the physical destination yourself (though you can). MQ will automatically create it. However you got an error before getting to that stage.
Hope that helps,
Nigel
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