To use this package do following

1. Copy extra/jmxsh.jar to a location of your choice e.g. /usr/share/java/jmxsh.jar
  Module expects JMX without authentication. If you use auth you will need to modify
  jmxsh.py script in python_modules. To test you can connect via JMX type
  java -jar jmxsh.jar -h localhost -p 1099
2. Copy python_modules/jmxsh.py to where your Ganglia Python modules are e.g. /usr/lib64/ganglia/python_modules/
3. Copy one of the config files from conf.d/ directory to /etc/ganglia/conf.d

It is advisable to run gmond in debug mode to make sure everything is OK. You can do following

gmond -m | grep jmx

You should get output similar to this

# gmond -m | grep jmx
jmx_tomcat_heap_init	heap_init (module python_module)
jmx_tomcat_total_started_thread_count	total_started_thread_count (module python_module)
jmx_tomcat_thread_count	thread_count (module python_module)
jmx_tomcat_heap_max	heap_max (module python_module)
jmx_tomcat_heap_used	heap_used (module python_module)
jmx_tomcat_daemon_threads	daemon_threads (module python_module)
jmx_tomcat_peak_thread_count	peak_thread_count (module python_module)
jmx_tomcat_heap_committed	heap_committed (module python_module)

Also try running gmond with debug e.g.

# gmond -d 5

make sure output is clean