If I understand your problem correctly, you sound as if your on the right line with using CLIENT_ACKNOWLEDGE mode.

Basically what you can do is create the LOADER QueueReceiver with a session that is using CLIENT_ACKNOWLEDGE mode. 

Sessions created in this mode can make use of the recover method of a session that will place unacknowledged messages back into the queue.

Check out this link for more info on recover:

http://java.sun.com/j2ee/sdk_1.3/techdocs/api/javax/jms/Session.html#recover()

See the following for a brief example:

{
   // Receive the message
   Message message = queueReceiver.receive();

   try
   {
      // Try to handle the load to the database
      databaseHandler.loadMessage(message);
      // Acknowledge the message if succesful
      message.acknowledge();
   }
   catch (Exception e)
   {
      // If you cannot load the message then invoked 
      // recover on the receivers session
      queueReceiversSession.recover();
   }
}

Hope this helps you,

Tom Jenkinson
Arjuna Technologies Limited