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MDBs with a JDBC conneciton

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I've got a design issue.
Should I make JDBC calls on the MDBs or 'outsourced' it to a Stateless Session Beans?
You see, the code has
public void ejbCreate() throws CreateException {
try {
InitialContext ic = new InitialContext();

dataSource = (DataSource) ic.lookup(JNDI_DATASOURCE);

And the onMessage has got JDBC calls and closing the connection once done, etc.

QUESTION: Is it going to be inefficient to have such JDBC stuff for a MDBs that listens to hundreds of messages from a given Queue?
What's your recommendation....to have them passed on to a pool of stateless beans to handle to JDBCs?
Thank you.
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My recommendation would be to break out the database logic into a DAO and directly call that from the MDB. I wouldn't go with a Session Bean unless it provides some type of concrete benefit for you (the need for declarative transactioning, security, etc.).
In regards to your performance question... how could using a Session Bean be faster than straight JDBC? Either way the same JDBC code is going to execute, however with a Session Bean you will need to factor in the added overhead of EJB.
Don't get me started about those stupid light bulbs.
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