Thanks for the help! but I had read those posts and I couldn't install it.
The console aplication is not instaled on pocket Pc.
I solved the problem by using the Conpact Framework 2.0 redistributable that
supports MSMQ, and on support\msmq folder it has 6 files that should be
included in the application.(to be copied to the pocket pc)
After the deployment the 6 files should be copied again to \Windows folder.
The next step is to run visadm.exe and using the shortcuts button install
and register the MSMQ.
After these steps a restart to the device is optional.
You can use the application again to verify the good instalation.