Yes, there's an equivalent for Glassfish MQ; it's described in the user guide at
http://docs.sun.com/app/docs/doc/821-0029/aeqat?a=view
In both this and the ActiveMQ case what you get is a plain JMS connection factory, which is fine if you're running outside of an application server.
Are you running in an application server such as Glassfish? If so it's best not to use either of these methods but to use a resource adapter to manage the creation of the JMS connection factory and connection for you. This will give you connection pooling. XA transactions etc. This applies to ActiveMQ as much as to Glassfish MQ.
Nigel
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