So ....
I tried it in JBoss 6 and actually I could test the "Test Connection" button and the status is "Successful" but I still have the information:
MySqlDS "DOWN"
I've also tested with two others connectors versions: mysql-connector-java-5.0.8-bin.jar, mysql-connector-java-5.1.7-bin.jar ( initially it was mysql-connector-java-5.1.10-bin.jar ) and it's the same behaviour.