Your are not doing anything wrong.
I suspect a problem in JMS because some other customers have reported a potential problem like this one but they are not able to provide me a procedure to reproduce it.
I have added a fix in JMS 1.2.0 RC4 that may perhaps fix this issue but I am not sure and I have not yet received any customer that were able to explain me how to reproduce it.
For the moment, I am unable to reproduce and I have just tried to implement a rescue solution.
If you have a JMS 1.2.0 with a version RC4, I would like that you try to describe me a scenario that allow to reproduce this issue before updating to RC4.
To get the latest version , see the procedure in the FAQ
www.jms2win.com/faq#sec-122