This week's book giveaway is in the OCAJP forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide 1Z0-808 and have Jeanne Boyarsky & Scott Selikoff on-line! See this thread for details.
I'd start by reading the JMS specification from start to finish, so you know what you're getting into. Is there a particular reason you don't want to use an open source server like ActiveMQ or OpenJMS?