Does the J2EE reference implementation support the JMS?

The current release of J2EE (1.2.1) support EJB 1.1 specification so it doesn't implements JMS over EJB.

This kind of EJB appears only in the EJB 2.0 specifications (available at http://java.sun.com/products/ejb/docs.html).

At this time only BEA and Silverstream support this specification. Probably in the future more Vendors will follow this new specification, so wait...