I know it's rather old question but someone else may find it useful
There is a custom jboss activation property DeliveryActive for the MDB. Set it to false and according the docs the MDB won't be activated at startup.
Yes but NO
It's not working even with 5.0.1.GA. I had to update the EJB3 libraries to 1.0.3 (in fact this problem is solved in 1.0.2). Then it is ok and you can start/stop MDBs via the jmx-console/twitter or with your own code.
This solution took me too much time. I'm sick of jboss issues and not working stuff, searching through forums and source code. Hope this can save priceless time to someone with the same problem