MSMQ works - except with cursoring across the queue

Question

We have a private MSMQ on a remote machine running Windows Server 2008 R2. It's not part of the same domain, but the queue permissions are set to allow Full Control to the Anonymous Logon user. Additionally, we've permitted unauthenticated RPC calls to be made. We're using normal

From other machines, we can send messages to it, and we can consume messages too - this works fine. However, as soon as we attempt to call CreateCursor on the queue, we get a MessageQueueException with the MessageQueueErrorCode of AccessDenied.

We're connecting like this:

FormatName:DIRECT=OS:MACHINENAME\private$\QUEUENAME

Is it not possible to cursor over a queue from a non local machine? Or is there a security setting we've missed?