Good step by step http://activemq.apache.org/getting-started.html
sample code: AMQinA-src.zip (223.76 kb)
To start you will need JAVA installed. You should be able to get that at: http://www.java.com/en/download/.
The main thing you'll want to double check is the environment variable JAVA_HOME. It should point to the directory where Java was installed. Additionally, make sure %JAVA_HOME%\bin is in your PATH.
Now download ActiveMQ code, which is at http://activemq.apache.org/download.html. Currently using 4.1.1, so download that version.
Once apache-activemq-4.1.1.zip is downloaded, unzip to any directory (I put it in C:\Program Files\apache-activemq-4.1.1\).
You can start Active MQ by running from C:\Program Files\apache-activemq-4.1.1\bin\activemq.bat, and it'll start the server.
By default it runs on port 61616.
The admin tool is located: http://localhost:8161/admin/
Click the RRS feeds to see the current queue messages
5.x enable admin http