WLST to create a JMS FileStore

I am trying to create a file store for JMS using the following commands. This
does not seem to work. Can someone help? Am I doing it correctly? The sample
provided seem to create a JDBC store for JMS but there are no samples for
FileStore.

cd('/')
create('myFileStore', 'FileStore')

cd('/')
create("myJMSServer", "JMSServer")
cd('/JMSServers/myJMSServer')
cmo.setPersistentStore(getMBean('/FileStores/myFileStore'))

I keep getting the message that I need to be connected. Can I not do this o