Setting up a single JMS queue and a MDB to listen on it is really no big deal. It's two screen in the Admin gui, and once it's set, you're done.
The code on the server side is marginal, and easily wrapped up in a utility method.
There's a minor bit of work to get started, but it's all in the JEE tutorial as well (or even just using a Netbeans wizard).
With configurable Message bean pools, you can set how may parallel tasks you to run, etc.
It works pretty well for most cases. It also works in clusters "for free".
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