Java EE (Java Enterprise Edition) General Discussion

As we know MDB (inJMS) acts as a listener to a message coming from either a topic/queue. The instance of MDB is created by the EJB Container and the no. of instances created depend upon the corresponding values specified in the Deployment-Descriptor. So we never have to create instance of MDB bcoz container takes care of itself. MDB is eventDriven and the method onMessage is fired when topic/queue receives a message.
Now, can I have a scenario where my client creates an instance of MDB explicitly. Say I have an MDB by name TestMDB, I create an instance of MDB using new keyword something like the below code:

TestMDB testMDB = new TestMDB();

The client grabs messages which are recd. using onMessage of TestMDB. I put the msgs recd. in onMessage method into some kind of HashMap and return it to the client. This for sure satisfies my requirement, but EJB specification says MDB instances are created by the EJB Container itslef and that does not give me an easy feeling.

Are there any caveats of creating instances of Message Driven Bean ??