If you'd like to understand more about how to do messaging in WSE and would like to see the  three levels of messaging within WSE in action then why not register for my first MSDN webcast here?.  I'm going to be presenting it on Mon 9 Aug at 1PM EST (GMT -8). 

I'll be covering some of the demos from the Keith Ballinger presentation from TechEd San Diego that I presented in Amsterdam, along with some new material.  Here's the abstract:

Using messaging systems to support application functionality allows technical solutions to better match business problems.  WSE 2.0 provides messaging implementations that range from low-level explicit messaging through to high-level, more transparent models.  This webcast demonstrates various messaging levels within WSE including a custom WS-Eventing sample and how message, network addresses, intermediaries and queues need to become first-class citizens of your application. Learn how messaging can enable you to create powerful web services applications that cross machine and network boundaries.

I've put these details on my updated presentations page as well.