As far as I know there is nothing specific in the Java API with regard to load-balancing. Refer to the MQ Clients and Qmgr Clusters manuals for ideas about how to achieve these things in your infrastructure.
We just run a "pool" of Java threads which all "compete" for incoming messages on the same queue using MQGET with WAIT.
It's really nothing to do with the MQI or JMS APIs as such.
Where there is more than one outstanding MQGET and a message arrives, MQSeries will pass that message to one of them, presumably the one that has been waiting longest.
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