Patrick Toolis of the MSMQ test team has written a great whitepaper on using LINQ (Language-Integrated Query) with MSMQ via system.messaging. It's twelve pages long with a number of screenshots and diagrams, so I'm not going to try to post it directly into the blog. Instead, here is a summary and a link to the paper.
Language-Integrated Query (LINQ) provides a way to embed SQL-like query statements into code which iterates over enumerable data. The library System.Linq provides an extension to C# and Visual Basic which allows traditional query syntax to be used in source code. Because the query is embedded in the source, it gets the advantage of compiler facilities such as type-checking, unlike queries in strings which are just text data to the compiler. MSMQ's system.messaging provides enumerators for a number of objects, allowing application writers to use LINQ when dealing with them, particularly messages in queues.