How to install a MSMQ

http://msdn.microsoft.com/en-us/library/aa967729.aspx

To install Message Queuing 4.0 on Windows Vista

• Open Control Panel.
  
• Click Programs and then, under Programs and Features, click Turn Windows Features on and off.
• Expand Microsoft Message Queue (MSMQ) Server, expand Microsoft Message Queue (MSMQ) Server Core, and then select the check boxes for the following Message Queuing features to install:

MSMQ Active Directory Domain Services Integration (for computers joined to a Domain).

MSMQ HTTP Support.

• Click OK.
  

If you are prompted to restart the computer, click OK to complete the installation.