We followed Mohamed M Malek and used the WCF-WebHTTP adapter to integrate with the Apache ActiveMQ Rest API. Initially we used a HTTP GET to consume the message but discovered that after a while the central message broker ran out of memory. Researching the Apache documentation we discovered that you can consume messages by browsing to the subscription but you must then DELETE the message when you have finished processing it, to acknowledge a particular message.
We tried to acknowledge our HTTP GET with a subsequent HTTP DELETE but could not DELETE the message from the queue. It had already been removed from our subscription.
In the end we changed from using a HTTP GET to a HTTP DELETE. The Apache documentation says you can use either a HTTP DELETE or GET to consume the message. We found that response was identical whether we used GET or DELETE. What was more pleasing was that the memory no longer increased on the central message broker and this solved our issue. Thanks to Deepa Kamalanathan for working all this out.