The protocol preserves message boundaries but not fragment boundaries. You may send a message of, say, 100 bytes and get 100 x 1 byte fragments arrive, or you may send 100 x 1 byte fragments and get 100 bytes in a single frame. The main issue, for me, at the time, was that when you get that first 1 byte frame there's no way to know how big the resulting message will be.

Luckily there's a rather excellent compliance test suite, here: http://www.tavendo.de/autobahn/testsuite.html which should go a long way to help nail interop issues.