You're talking about JMS messages acknowledgement as in Message.acknowledge()?
That error seems a little odd. If you aren't using transactions or auto-acknowledge, I'd think you need to call that method. And if you're doing async listening, where are you doing to do it aside from the onMessage() method?
Is this call being done in the same thread that got the onMessage() call? In other words, in onMessage() or in some method called from onMessage()? If not, you're breaking the thread rules of JMS. Sessions and producers/consumers and anything further down (like Messages) aren't thread safe. You need to make sure you're not touching them from multiple threads. If you're in the middle of an onMessage() call and you somehow arrange another thread to do that Message.acknowledge() call, you deserve to fail because of the thread problem. If so, move that call back on the same thread that onMessage() is running in.