I have this issue for some time with ActiveMQ 4.0 and 4.0.1.

I use vm transport and create one session used to produce and consume 
messages. Everything works fine, days in a row, until it start to throw 
exception that "Session is closed". There are any watch dogs that close 
sessions after a while, based on some criteria?

I couldn't find any rule, when or why it happens.
Should I create the session all the time - I understood  is time 
consuming and it should be safe to cache it.

Thanks.

*javax.jms.IllegalStateException: The Session is closed
    at 
org.apache.activemq.ActiveMQSession.checkClosed(ActiveMQSession.java:577)
    at 
org.apache.activemq.ActiveMQSession.createConsumer(ActiveMQSession.java:799)*