Steve and I wound up working on the same problem at the same time (probably for the same person…)
When working with the MSMQ adapter, keep in mind that you must reference the Microsoft.BizTalk.Adapter.MSMQ.MsmqAdapterProperties.dll to have access to MSMQ-specific properties. (The list of properties available is in the adapter documentation.)
Why? The intellisense in the expression shape (when using the parentheses syntax on messages, ports, etc.) is looking for classes derived from Microsoft.XLANGs.BaseTypes.PropertyBase to present in the drop down list. Some of those classes are part of your "native" BizTalk installation, some are provided by add-on adapters, and (of course) some are provided by property schemas that you develop. A reference to the containing assembly is necessary to find them.
Other things to note relative to the MSMQ adapter:
Scott Colestock lives, writes, and works as an independent consultant in the Twin Cities (Minneapolis, Minnesota) area.