This example uses bean managed transactions and sends a response in the same transaction.

package ch.logobject.test.mdb;

import javax.annotation.EJB;
import javax.annotation.Resource;
import javax.ejb.ActivationConfigProperty;
import javax.ejb.MessageDriven;
import javax.ejb.TransactionManagement;
import javax.ejb.TransactionManagementType;
import javax.jms.Message;
import javax.jms.MessageListener;

@MessageDriven(activateConfig= {
    @ActivationConfigProperty(propertyName="destinationType", propertyValue="javax.jms.Topic"),
    @ActivationConfigProperty(propertyName="destination", propertyValue="topic/test"),
    @ActivationConfigProperty(propertyName="messageSelector", propertyValue="JMSType = 'request' AND myProperty = 'myValue'"),
    @ActivationConfigProperty(propertyName="acknowledgeMode", propertyValue="AUTO_ACKNOWLEDGE"),
    @ActivationConfigProperty(propertyName="subscriptionDurability", propertyValue="Durable"),
    @ActivationConfigProperty(propertyName="subscriptionName", propertyValue="TestMdbSubscription"),
    // always set a client ID if using durable subscriptions
    @ActivationConfigProperty(propertyName="clientId", propertyValue="TestMdb")
})
@TransactionManagement(value=TransactionManagementType.BEAN)
public class TestMdb implements MessageListener {
    @EJB
    IMySessionBean bean;

    @Resource
    MessageDrivenContext mc;
    
    @Resource(mappedName="java:/JmsXA")
    ConnectionFactory txJmsCF;

    // by using the HA-JNDI port this works in a cluster where the queue may be remote!
    @Resource(mappedName="jnp://localhost:1100/queue/test");
    Queue testQ;
    
    private UserTransaction tx;

    public void onMessage(Message msg) {
        try {
            tx = mc.getUserTransaction();
            tx.begin();
            bean.myBusinessMethod();
            sendResponse(msg, "response", "hello world", 4, 30000L);
            tx.commit();
        } catch(MyBusinessException e) {

        } catch(EJBTransactionRolledbackException e) {
            Exception uncheckedException = e.getCausedByException();

        } catch(EJBAccessException e) {

        } catch(JMSException e) {

        } catch(Exception e) {
            e.printStackTrace();
        }
    }

    private void sendResponse(Message orig, String type, String body, int priority, long ttl) throws JMSException {
        Connection conn = txJmsCF.createConnection();
        Session session = conn.createSession(true, 0);
        
        TextMessage answer = session.createTextMessage();
        answer.setJMSType(type);
        answer.setText(body);
        answer.setJMSCorrelationID(orig.getJMSMessageID());

        MessageProducer sender = session.createProducer(orig.getJMSReplyTo());
        sender.setDeliveryMode(DeliveryMode.PERSISTENT);
        sender.setPriority(priority);
        sender.setTimeToLive(ttl);
        sender.send(answer);
        sender.close();
        session.close();
        conn.close();
        log.debug("response sent");
    }

}