Parallel processing of JMS messages

AFAIK, JMS does not specify anything to count the number of messages in a destination.

You need to use JMX for this. Check out the MBean attributes of the Topic MBean in the documentation and/or the java documentation of TopicMBean#getMessageCounters(). The depth attribute of MessageCounter should be what you're looking for. But, to be honest, I don't know what you're gonna do with this information and if this has a sense for a Topic. A message will stay in a Topic as long as it hasn't been delivered to all subscribers and each subscriber typically hasn't any knowledge of its peers. So how would one MDB interpret a count of messages?

Also note that I couldn't find this MBean in JBoss Messaging 2.0.0.alpha1's javadoc. I don't know if it has been deprecated (according to the code in 1.4, it wasn't) or if the documentation is not up to date (after all, it's the alpha1 javadoc and I couldn't find a link for beta4).

EDIT: As skaffman pointed out, JBoss Messaging has been rebranded as HornetQ. It looks like there have been some changes in the API but concepts still apply. The documentation is here.

Don't do it on each message, do it in batches. JMS supports transactions just like your DB does; start a JMS transaction, read N messages. Start DB transaction, insert N messages. Commit to JMS, commit to DB.

This obviously introduces a window for a race to occur (crash happens between the two commits). You have that now, but only for a single message. If you want to solve that problem you're faced with either looking at XA transactions (two phased commit) or at the very least some sort of duplicate detection scheme. For some intro to that, take a look at: http://activemq.apache.org/should-i-use-xa.html