Very good question, here's how I did it on WAS 6.0.
Login to admin console
Click on Resources
Click on JDBC Providers
Step 1: select user defined
step 2 and 3 should all be user defined
In name field type in something like: Microsoft SQL 2005 JDBC v1.2 Driver
Descrption whatever you want
Class path should be something like: ${WAS_LIBS_DIR}/ext/sqljdbc.jar
Native Library classpath (empty)
Implementation class name: com.microsoft.sqlserver.jdbc.SQLServerConnectionPoolDataSource
I believe there's more than one implementation class, so you might want to look and see what else is available. We use this one to connect to SQL 2000.
Make sure to copy the sqljdbc.jar to your WAS LIBs dir.
for each JDBC connection you need to create the JNDIs with Custom Properties (under additional properties) of serverName and databaseName. It is case sensitive!
Restart servers.