Verify the CASXO message on the console.
If errors user the CTF.CFG located with the XA source to get more information.
This will require MSDTC(Microsoft Distributed Transaction Coordinator)
Sample CICS managed XA connections to access
Module:  esmssql
Open string:  DSN=SQL1,USRPASS=sa.sa2005,CONNECTNAME=SQLA
Module:  esmssql
Open string:  DSN=SQL2,USRPASS=sa.sa2005,CONNECTNAME=SQLB

The SQLA should not be within quotes.