Firstly you need to add the jars to your classpath.
To make ActiveMQ easy to use, the default activemq.jar comes complete with all the libraries required. If you prefer to have explicit control over all the jars used by ActiveMQ here is the full list of individual jars required
J2EE APIs which could be the j2ee.jar from Sun or your J2EE container or you could use Geronimo's freely distributable geronimo-spec-j2ee.jar. If you are inside a servlet container and being dependent on the j2ee.jar causes you troubles, the parts of the J2EE jar we are dependent on are as follows...
If you want to grab a J2EE specification jar we recommend the Apache repository
spring.jar - if you wish to use the XML configuration file for configuring the Message Broker
if you wish to use message persistence then you need to add a persistent jar to your classpath (see below). If you just want a lightweight message bus with no durability you can leave this step out but we highly recommend persistence for production deployments.
If you're just doing some testing or in-VM SEDA based messaging you may wish to disable persistence. You can use the Xml Configuration for this.
One of the first things you might want to do is start a broker. Once you have a broker running you could try using the JNDI Support which shows how to run an example JMS program. Or there are some other example programs
If you don't want to use JNDI you can just instantiate an ActiveMQConnectionFactory, configure its properties directly and then you're ready to use the standard JMS API to create Connections, Sessions, MessageProducer and MessageConsumer instances.
Sun's JMS Tutorial is a handy place to start looking at how to use the JMS API directly
The ActiveMQ Website for specifics on how to use ActiveMQ
Related open source projects
Jencks is a Spring JCA container allowing you to use connection & thread & POJO pooling for consuming JMS in highly concurrent servers
Lingo is a Spring/POJO remoting layer for JMS. It allows you to reuse all the power of JMS from your POJOs without using any of the JMS APIs directly
Stomp is an open wire protocol (similar to HTTP) for communicating with MOMs from different languages. It has clients for languages like C, C#, Python, Perl, Ruby etc.
XBean is used as the default XML configuration mechanism for ActiveMQ