Are you using JBM 1.4.0.GA?
Are you using Persistent Messages?
If you can't loose messages you should use persistent messages.
messages sended to queues are Persistent Messages, aren´t they?
I can´t use Queues because there are more than one consumers. During the time consumer change the cluster node provider if whenI lost messages.
You should use persistent messages and durable subscriptions, then your messages will survive failure.
Persistent messages in a non durable subscription act as non persistent messages. Non persistent messages do not survive failure. See JMS spec for more details.