I think there is nothing in
EJB 2.0 related to NotSupported and
auto-aknowldege
But we know the NotSupported is unspacifed transaction context and for this type of Trancsation context the EJB 2.0 does not have proper specification how container should implement this unspacified context see 17.4.1 of ejb specs and 352 page for this.
So when we chose the MDB with the Unspacifed tracsaction context we are not going for the assured message processing after delivery in onMessage() so here the Transaction acknowlege-mode dose not play part in case of CMT.