May seems to be MSMQ KB article month and there's still another half-dozen in the pipeline.

This one is so tiny I might as well include all of it in this post:

A clustered storage resource that does not have a drive letter may not be compatible with a clustered Message Queuing 4.0 resource

SYMPTOMS

In Microsoft Message Queuing 4.0, you can create a clustered storage resource that does not have a drive letter.
However, the clustered storage resource may not be compatible with a clustered Message Queuing 4.0 resource.

RESOLUTION

To resolve this problem, make sure that you assign a drive letter to the clustered storage resource when you cluster Message Queuing 4.0.
I like the gentle prose - "may not be compatible with". What's wrong with "will not work with"?