Here is the solution: :-)

m_SAXErrorHandler = new ErrorHandlerImpl();
m_builder = new SAXBuilder("org.apache.xerces.parsers.SAXParser");
m_builder.setValidation(a_b_validate);
m_builder.setErrorHandler(m_SAXErrorHandler);
m_builder.setFeature("http://apache.org/xml/features/validation/schema",
a_b_validate);
m_document = m_builder.build(a_inputStreamXML);
m_rootElement = m_document.getRootElement();

If the document is not wellformed a JDOMException is throws and if
errors against the XSD exist they a stored in m_SAXErrorHandler (a
class which implements ErrorHandler).

Example for ErrorHandlerImpl:
public class SAXErrorHandler implements ErrorHandler {

    ArrayList m_warnings = new ArrayList();
    ArrayList m_errors = new ArrayList();
    ArrayList m_fatalErrors = new ArrayList();

    /**
    * @see org.xml.sax.ErrorHandler#warning(SAXParseException)
    */
    public void warning(SAXParseException arg0) throws SAXException {
        m_warnings.add(arg0);
        System.out.println("Warning:   " + arg0.getLocalizedMessage());
    }

    /**
    * @see org.xml.sax.ErrorHandler#error(SAXParseException)
    */
    public void error(SAXParseException arg0) throws SAXException {
        m_errors.add(arg0);
        System.out.println("Error:     " + arg0.getLocalizedMessage());
    }

    /**
    * @see org.xml.sax.ErrorHandler#fatalError(SAXParseException)
    */
    public void fatalError(SAXParseException arg0) throws SAXException {
        m_fatalErrors.add(arg0);
        System.out.println("FatalError: " + arg0.getLocalizedMessage());
    }

    public boolean hasWarnings() {
        return !this.m_warnings.isEmpty();
    }

    public boolean hasErrors() {
        return !this.m_errors.isEmpty();
    }

    public boolean hasFatalErrors() {
        return !this.m_fatalErrors.isEmpty();
    }

    public ArrayList getWarnings() {
        return this.m_warnings;
    }

    public ArrayList getErrors() {
        return this.m_errors;
    }

    public ArrayList getFatalErrors() {
        return this.m_fatalErrors;
    }
}

Greetings

Markus