Standard JMS API steps:
1. Create a javax.naming.Context with the access details of the server
context = new InitialContext(environment)
2. Look up javax.jms.QueueConnectionFactory in the context. Factory name is specific to the JMS server
factory = (QueueConnectionFactory)context.lookup(factoryName)
3. Create a javax.jms.QueueConnection
connection = factory.createQueueConnection(...)
4. Create a javax.jms.QueueSession
session = connection.createQueueSession(...)
5. Look up your javax.jms.Queue in the context
queue = (Queue) context.lookup(qJndiName)
Till now it is the same as sending....
6. Create a javax.jms.QueueReceiver with the session
receiver = session.createReceiver(queue)
7. JMS API provides 2 ways to retrieve a message:
7.a Wait for a message with one of the receiver.receive() methods
7.b Implement javax.jms.MessageListener in your class and register it as the listener
receiver.setMessageListener(this)
JMS API will call your onMessage() method whenever a new message arrives
8. Don't forget to start the listener:
connection.start()
9. Close the context (very important, when you access multiple JMS servers from the same program):
context.close()
The above is a typical solution from a stand-alone application. In EJB environment you should use message driven beans. You can find ino on them on http://java.sun.com/javaee/6/docs/tutorial/doc/gipko.html and a tutorial on http://schuchert.wikispaces.com/EJB3+Tutorial+5+-+Message+Driven+Beans
Here is the working example you've asked for:
import java.util.Hashtable;
import javax.naming.*;
import javax.jms.*;
public class JMSJNDISample implements MessageListener {
    public static final String JNDI_URL = "jnp://localhost:1099";
    public static final String JNDI_CONTEXT_FACTORY = "org.jnp.interfaces.NamingContextFactory";
    public static final String JMS_USER = null;
    public static final String JMS_PASSWORD = null;
    public static final String JMS_CONNECTION_FACTORY = "MyConnectionFactory";
    public static final String QUEUE_JNDI_NAME = "ReceiverQueue";
    QueueConnection qConn = null;
    QueueSession qSession = null;
    QueueSender qSender = null;
    QueueReceiver qReceiver = null;
    public JMSJNDISample () {
    }
    public void init() throws JMSException, NamingException {
        // Set up JNDI Context
        Hashtable env = new Hashtable();
        env.put(Context.INITIAL_CONTEXT_FACTORY, JNDI_CONTEXT_FACTORY);
        env.put(Context.PROVIDER_URL, JNDI_URL);
        if (JMS_USER != null)
            env.put(Context.SECURITY_PRINCIPAL, JMS_USER);
        if (JMS_PASSWORD != null)
            env.put(Context.SECURITY_CREDENTIALS, JMS_PASSWORD);
        Context jndiContext = new InitialContext(env);
        // Lookup queue connection factory
        QueueConnectionFactory cFactory = (QueueConnectionFactory)jndiContext.lookup(JMS_CONNECTION_FACTORY);
        // Create Connection
        if (JMS_USER == null || JMS_PASSWORD == null)
            qConn = cFactory.createQueueConnection();
        else {
            qConn = cFactory.createQueueConnection(JMS_USER, JMS_PASSWORD);
        }
        // Create Session
        qSession = qConn.createQueueSession(false, Session.AUTO_ACKNOWLEDGE);
        // Lookup Queue
        Queue queue = (Queue) jndiContext.lookup(QUEUE_JNDI_NAME);
        // Create Queue Sender
        qSender = qSession.createSender(queue);
        // Create Queue Receiver
        qReceiver = qSession.createReceiver(queue);
        qReceiver.setMessageListener(this);
        // Start receiving messages
        qConn.start();
        // Close JNDI context
        jndiContext.close();
    }
    public void sendMessage (String str) throws JMSException {
        TextMessage msg = qSession.createTextMessage(str);
        qSender.send(msg);
    }
    public void onMessage (Message message) {
        try {
            if (message instanceof TextMessage) {
                TextMessage textMessage = (TextMessage)message;
                System.out.println("Text Message Received: "+textMessage.getText());
            } else {
                System.out.println(message.getJMSType()+" Message Received");
            }
        } catch (JMSException je) {
            je.printStackTrace();
        }
    }
    public void destroy() throws JMSException {
        if (qSender != null) qSender.close();
        if (qReceiver != null) qReceiver.close();
        if (qSession != null) qSession.close();
        if (qConn != null) qConn.close();
    }
    public static void main(String args[]) {
        try {
            JMSJNDISample sample = new JMSJNDISample();
            // Initialize connetion
            sample.init();
            // Send Message
            sample.sendMessage("Hello World");
            // Wait 2 sec for answer
            Thread.sleep(2000);
            // Disconnect
            sample.destroy();
        } catch (Exception e) {
            e.printStackTrace();
        }
    }
}