AQ transactions and lost messages

Dear forum,
I am developing an application in which messages should not get lost.
I have the following test setup :
an MDB which is deployed with the transaction attribute="NotSupported".
The MDB runs in a oc4j container.
The onMessage method of the bean is run in the Eclipse debugger.
I observe the following:
When the MDB picks a message from an AQ queue and enters the onMessage method the message state in the queue goes to "processed".
When the container is forced to crash before the onMessage method returns the message has disappeared from the queue and is not in the exception queue.
When I run the same test with the transaction attribute="Required". The onMessage method runs in a container managed transaction and the message goes to the exception queue with state "expired".
For various reasons I do not want to use CMT. But I do not want any messages to get lost.
Could someone please tell me if my observations are correct en what alternative options do I have?
Greetings,
Huub

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