Actually, this doesn't sound like a good use case for a message queue. The user has an expectation to get rapid feedback of whether or not the order has been processed. So there should be synchronous feedback - the web tier calls into the business tier, and gets back a confirmation or an error message, which is then displayed to the user.
Message queues, on the other hand, are used to decouple two components. The receiver retrieves messages and processes them at its convenience. That could be milliseconds or hours after the message is sent. Plus, there is no direct feedback. The retrieving side might in turn send a message to the original sending site with feedback, but all this happens asynchronously. A workflow that involves a human being standing by for feedback should not use message queues.
There's a JMS tutorial
here.
[ June 11, 2008: Message edited by: Ulf Dittmer ]