To get a standalone install of JBoss messaging, you need to get the JBoss Application server distribution (we use 4.0.4.GA) and the JBoss Messaging distribution (currently 1.0.1.GA).
Unzip the JBoss Application server distribution to wherever you want JBoss to be installed.
Set the JBOSS_HOME environment variable to point to where you unzipped the Application Server (e.g. SET JBOSS_HOME=/jboss-4.0.4.GA).
Unzip the JBoss Messaging distribution to a temporary directory.
Change to the util sub-directory of the JBoss Messaging distribution that you just unzipped.
Run the following command "ant -buildfile release-admin.xml standalone". You must have Ant installed for this to work.
This will create a new server in the JBOSS-HOME/server directory with the name standalone-messaging. To start this server up, change to the JBOSS-HOME/bin directory, and execute the command "run -c standalone-messaging".
You can cleanup the other directories under the server directory and just leave standalone-messaging if you only want to run messaging.
You will need to change datasources and database configuration to suit whichever database you are going to use, but this is covered in the user documentation.
The above steps used to be documented somewhere, but I can't find it now.
Thanks for your help, davidrh.
I've created a user wiki page that explains how to create a standalone installation, basically the same thing you've described below.
This is the page: