Hi Brian,
Not sure if you still need an answer to this, but I will post a solution in case anybody else is looking.
What you need to do is set the pool size of the MDB to the desired number of consumers.
For
EJB 3 on Jboss 5.1 to set it to 3 consumers. This can also be done in the XML files but I forget how. A quick google search will answer that for you.