For starters, I doubt that JMS queues ensure order. It could be that order is maintained, but
you should not count on it. This means that when client 1 sends message A and afterwards it sends message B that the MDB could first be invoked with message B. I'm not 100% sure of this, but there is a short explanation about this in the
EJB spec you can look it up there.
Second,
In case you are using one JMS server for all of the three servers:
A queue only supports the receiving of the message ONCE. So, one of the 3 servers will process the message. You will not know which will, but you are sure that a message will be only consumed by ONE server only. So nothing to worry about there.
In case you you using the WAS embedded JMS server (meaning that each server has its own JMS):
You will explictly have to send the message to one of the three servers. Thus a message is send to one JMS server and processed by that server.