If you want to capture some flag which indicates you that the given message is Consumed, meaning you are trying to make a semi Request-Response call.
Sending HTTPSession with Message that would not help you, because both are in two different layers and also JMS is an ASYNC process so response will not be
immediate as the actualy task will be performed in different Thread .
So in order to address this issue, you need to create Temparary Queues to which consumer would Respond, and the message filter could be done based on CorrelationId.
Following API could be used.
replyMessage.getJMSCorrelationID());
requestMessage.setJMSReplyTo(replyQueue);
Please see more details below.
http://javaquicknotes.com/questionDelegator/JMS_Request_Response_example
Or
Just see in other java resources for sample.