Refer to page 183 of Mastering
EJB 3.0.
JMS MDB's do not run in the same transaction as the producer who sends the message. If you think about it, the producer must commit the transaction first in order for it to show up on the message queue or topic.
The answer applies to both BMT and CMT (if the client's JMS message creation throws an exception and rolls back, then the onMessage method will not even fire for the MDB listening b/c the message will not even be available).