If you're interested in solving "Insufficient Resources" problems with MSMQ ...

then you definitely want to read these blog posts by Mark Russinovich:

• Pushing the Limits of Windows: Physical Memory
• Pushing the Limits of Windows: Virtual Memory
• Pushing the Limits of Windows: Paged and Nonpaged Pool
• Pushing the Limits of Windows: Processes and Threads
• Pushing the Limits of Windows: Handles

I was fortunate enough to catch his session at TechEd in Berlin this year and realised afterwards how much I still need to learn.