I think you may want to take a look at the ClientSession interface. This is a hornetq core API not JMS API. You have to cast your session to HornetQSession and get the core session from it.
This however makes your MDB code less portable. Maybe you can consider using a topic with each device as one of its durable subscribers.
AS 7.1 has its own management model, you would need to use this, have a look around the as7 docs on how to do this.