MSMQ 4.0 has been around for a little while now - Windows Vista's 2nd birthday was last week - so the main improvements and additions are well known now:

Windows Server 2008 also brings some changes in clustering which were obviously not appropriate to Windows Vista.

Easier management of clustered MSMQ resources

MSMQ 4.0 no longer needs the MMCV.EXE tool to manage the clustered resource. You can just right click on the MSMQ clustered resource and select Manage.

Working clustered performance counters

MSMQ can now keep both counters for the physical node and the clustered resource. See the Motley Queüe blog for more detail.

[[Thanks to the indefatigable Andrés Naranjo for the content]]