See this article for a description of how to connect Glassfish 3 to an ActiveMQ 5 broker, and consume messages using a Message Driven Bean:

© 2004-2011 The Apache Software Foundation.
Apache ActiveMQ, ActiveMQ, Apache, the Apache feather logo, and the Apache ActiveMQ project logo are trademarks of The Apache Software Foundation. All other marks mentioned may be trademarks or registered trademarks of their respective owners.
Graphic Design By Hiram