JMS configuration -- client exclusive messages
The code looks fine although I'm not familiar with JMS, so I can't say anything about it's correctness. Just three minor notes:


userMessage could be declared inside the try block:

try {
    byte[] in = new byte[(int) jmsMessage.getBodyLength()];
    jmsMessage.readBytes(in);
    ObjectInputStream inStream = new ObjectInputStream(new ByteArrayInputStream(in));
    MyObject userMessage = (MyObject) inStream.readObject();
...


(Effective Java, Second Edition, Item 45: Minimize the scope of local variables)

protected Logger log = LoggerFactory.getLogger(getClass());



The logger could be private.

(Item 13 of Effective Java 2nd Edition: Minimize the accessibility of classes and members.)
The logger also could be static. There is a good template for Eclipse for generating getLogger calls with MyType.class classes instead of getClass():

private static final Logger log = LoggerFactory.getLogger(QueueMessengerMessageListener.class);