In a previous post, I talked about transactions without components, spanning MQ and SQL Server. The hardest part in doing that was setting up the environment. For posterity, here's what I did:
[addendum, 13 October 2008: An attentive reader has pointed out that
“WebSphere MQ applications can participate in transactions managed by Microsoft transaction managers. The application either has to be directly connected to a queue manager, or it has to use the extended transactional client function when running on a remote machine.”
So my assertion above, that you need the Extended Transactional Client, may not be appropriate in all cases. When in doubt, prefer the IBM documentation. Better yet, contact IBM for full details. I'm not even sure the Extended client still exists for MQ V6.0 and beyond.