If you are just starting development, go with the 3.2 release.
There are plenty of JMS examples out there that work that you should start with. Or, go to the jmx-console and check that the queue depth is > 0.
I looked into that and it keeps on increasing as I am sending the messages, the only issue is to do with the "recieve"! I tried using a standalone client as well but in that case as well it is not returning the messages!
connection.start() to receive messages.