This request looks fixed for a J2EE compliant server, (https://issues.apache.org/activemq/browse/AMQ-1519) but it didn't fix the problem for an embedded broker in Tomcat for example.
But thank to Samuel Liard, the solution for non a J2EE servers is now given here : http://www.net-liard.com/blog/2009/04/activemq/
The ThreadBrokerFactoryBean.java file is found in his application sample :
However, I've attached a modified version that may be directly called from a Spring configuration file.
You just have to add start="false" in your existing broker declaration and reference your broker in the brokerFactory bean declaration.
<amq:broker id="myBrokerService" start="false">
<bean id="brokerFactory" class="app.activemq.ThreadBrokerFactory">
<property name="brokerService" ref="myBrokerService"/>