There is a new hotfix released for MSMQ 3.0 on Windows XP to correct a problem where the certificate service provider name was not being written correctly to the message:

FIX: A Message Queuing 3.0 message is rejected on the receiver when you send the message by using an external certificate from a Windows XP Service Pack 3-based computer

The updated files are version 5.1.0.1111 and dated 20th November, 2008.

Obviously, if you don't use external certificates for message authentication or encryption then there's no great rush to apply the hotfix.

I'd ignore references to "WCF" and "workgroup mode" in the symptoms - these seem to be just flavour text.