There is a good article on using MSMQ in the enterprise here.
Tip 8 is the one you should read.
"Using Microsoft's Windows Clustering tool, queues will failover from one machine to another if one of the queue server machines stops functioning normally. The failover process moves the queue and its contents from the failed machine to the backup machine. Microsoft's clustering works, but in my experience, it is difficult to configure correctly and malfunctions often. In addition, to run Microsoft's Cluster Server you must also run Windows Server Enterprise Edition—a costly operating system to license. Together, these problems warrant searching for a replacement.
One alternative to using Microsoft's Cluster Server is to use a third-party IP load-balancing solution, of which several are commercially available. These devices attach to your network like a standard network switch, and once configured, load balance IP sessions among the configured devices. To load-balance MSMQ, you simply need to setup a virtual IP address on the load-balancing device and configure it to load balance port 1801. To connect to an MSMQ queue, sending applications specify the virtual IP address hosted by the load-balancing device, which then distributes the load efficiently across the configured machines hosting the receiving applications. Not only does this increase the capacity of the messages you can process (by letting you just add more machines to the server farm) but it also protects you from downtime events caused by failed servers.
To use a hardware load balancer, you need to create identical queues on each of the servers configured to be used in load balancing, letting the load balancer connect the sending application to any one of the machines in the group. To add an additional layer of robustness, you can also configure all of the receiving applications to monitor the queues of all the other machines in the group, which helps prevent problems when one or more machines is unavailable. The cost for such queue-monitoring on remote machines is high (it's almost always more efficient to read messages from a local queue) but the additional level of availability may be worth the cost."