I do not have a lot of expereince in this, but I will try to answer.
With regards to the last question:
MDBs (or rather JMS messages) are designed for asynchronous communication. I guess messages by default are persistent and durable( which means even if destination is not up at the time of message delivery, it can be delivered later).
But if required, they can be made synchronous...but this is not recommended. Default is : asynchronous