I want to set the <consumer-window-size/> to 0. This seems to be the answer of another question ( JMS queue with multiple consumers ), and is described in this article in chapter 17.1.1 . I retrieve the connection factory using JNDI. My hornetq-jms.xml looks like this:
<configuration xmlns="urn:hornetq"
xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance"
xsi:schemaLocation="urn:hornetq /schema/hornetq-jms.xsd">
  <connection-factory name="ConnectionFactory">
    <connectors>
      <connector-ref connector-name="netty-connector"/>
    </connectors>
    <entries>
      <entry name="ConnectionFactory"/>       
    </entries>
    <consumer-window-size>0</consumer-window-size>
  </connection-factory>
  <queue name="my.qeue">  
    <entry name="/queue/test"/>  
  </queue>   
</configuration>
The section <connection-factory/> is copy&paste from the link above, but I got the error:
DEPLOYMENTS IN ERROR:
Deployment "org.hornetq:module=JMS,name="ConnectionFactory",
  type=ConnectionFactory" is in error due to the following reason(s):
  HornetQException[errorCode=104 message=There is no connector with
  name 'netty-connector' deployed.]
This may be JBoss-6 related, because in other environments this seems to work: force order of messages with HornetQ