Signal a rollback from a JMS MessageListener

I've been working with JMS and ActiveMQ. Everything is working wonders. I am not using spring, nor can I.

The interface javax.jms.MessageListener has only one method, onMessage. From within a implementation, there is a chance an exception will be thrown. If in fact an exception gets thrown, then I say the message wasn't properly processed and needs to be re-tried. So, I need ActiveMQ to wait for a little while and then, retry. i.e. I need the thrown exception to rollback the JMS transaction.

How can I accomplish such a behaviour?

Maybe there is some configuration in ActiveMQ I wasn't able to find.

Or... maybe could do away with registering MessageListeners to consumers and consume the messages myself, in a a loop like:

while (true) {
    // ... some administrative stuff like ...
    session = connection.createSesstion(true, SESSION_TRANSACTED)
    try {
        Message m = receiver.receive(queue, 1000L);
        theMessageListener.onMessage(m);
        session.commit();
    } catch (Exception e) {
        session.rollback();
        Thread.sleep(someTimeDefinedSomewhereElse);
    }
    // ... some more administrative stuff
}

in a couple of threads, instead of registering the listener.

Or... I could somehow decorate/AOP/byte-manipulate the MessageListeners to do this themselves.

What route would you take and why?

note: I don't have full control over the MessageListeners code.

EDIT A test for proof of concept:

@Test
@Ignore("Interactive test, just a proof of concept")
public void transaccionConListener() throws Exception {
    final AtomicInteger atomicInteger = new AtomicInteger(0);

    BrokerService brokerService = new BrokerService();

    String bindAddress = "vm://localhost";
    brokerService.addConnector(bindAddress);
    brokerService.set