You don't have any choice about it if your adapter supports only LocalTransaction: this will always happen. For an xa adapter, you can set the TrackConnectionsByTx attribute to true in the ConnectionManager mbean. This is available in at least 3.2 and 4: I don't remember if it's ported back to 3.0.x.
Note that although setting this flag to true appears to be required to get many xa database drivers to work, the xa spec is fairly clear that any xa driver should work fine with it false. Setting it to true greatly reduces the possiblities of sharing physical connections among server threads, thus reducing scalability. However, setting it to true may reduce the traffic on the physical connections, as tx context switches are never sent.