JMS and JMX tutorials?

I don't have any video to suggest. However, I can suggest the following tutorials to get started with JMS and JMX.

• For JMS
  • JMS Tutorial and Code Camps
  • Chapter 31 The Java Message Service API in the Java EE 5 tutorial
• For JMX
  • Getting Started with Java Management Extensions (JMX): Developing Management and Monitoring Solutions
  • Lesson: Overview of the JMX Technology in the Java Tutorials
  • Java Management Extensions (JMX) Technology Tutorial

PS: Maybe videos work well for you but, to my experience, the most effective way to learn something is hands-on practice - and this especially true with programming - and I warmly recommend to take some hours to practice a bit. The above tutorials can help.