I am not sure if I understand your problem correctly, but if you want to spread your load equaly to all the MDBs, you may want to change the default load balancing policy to RoundRobin. The following WIKI explains how to do it. We had similar problem with one of our clients and it works great.
Did you implement your own list based algorithm for this ?
Any code sample please
You can write your own code; but JBoss provides a couple of implementations you can use.