It seems that in ActiveMq 5.3.0 someone has change the way that the JMX Management Context is discovered.
If you simply upgrade from version 5.2.0 to 5.3.0 you will need to define the system property jboss.platform.mbeanserver
I think this tells JBoss to use the platform MBean server instead of starting it own; and it is the platform MBean server that ActiveMQ uses for its org.apache.activemq:BrokerName=localhost,* MBeans.