Unfortunately, message selectors are not dynamically configurable in a standard way. Some
J2EE Servers might support this (I honestly don't know) but I wouldn't count on this functionality.
I really don't have enough context on the problem to suggest a good solution. However, if you really think you need this functionality then you could always create a MessageListener for each client and specify the message selector at creation time. Alternately you could set up some type of artificial filter code in your MDB which serves a similar purpose to message selector yet it is configurable at runtime. Again, I am not sure if either of those solutions fits your situation.
Probably, the best bet is to write back and explain your problem in greater detail and maybe one of us can come up with a better solution.