Sounds strange, have you any of your own interceptors loaded? Can you attach a basic example that shows this problem?
It is strange. What sort of example were you wanting besides the incoming and outgoing messages I show in the original post?
Out of desperation I switched from running JRE1.5 to JRE1.6 and the problem went away.
I forgot to answer one of your questions. No, I'm not using any custom interceptors.