This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
What you have written is a message listener and not an MDB. Your message listener program ends before the onMessage() method can be called on the Listener. You need to keep your program alive so that the onMessage method be called.