Firstly, verify that your JVM is installed properly by following these instructions.
Now chose a directory for Qpid broker installation. This directory will be used for the Qpid JARs and configuration files. It need not be the same location as the store used for the persistent messages or the log file (you will chose this location later). For the remainder this example we will assumed that location c:\qpid has been chosen.
Now using WinZip[4] (or similar) extract the Qpid package qpid-java-broker-0.20.tar.gz into the directory.
The extraction of the Qpid package will have created a directory qpid-broker-0.20 within c:\qpid
Volume in drive C has no label
Directory of c:\qpid\qpid-broker-0.20
07/25/2012 11:22 PM .
09/30/2012 10:51 AM ..
09/30/2012 12:24 AM bin
08/21/2012 11:17 PM etc
07/25/2012 11:22 PM lib
07/20/2012 08:10 PM 65,925 LICENSE
07/20/2012 08:10 PM 3,858 NOTICE
07/20/2012 08:10 PM 1,346 README.txt
3 File(s) 71,129 bytes
5 Dir(s) 743,228,796,928 bytes freeQpid requires a work directory. This directory is used for the default location of the Qpid log file and is used for the storage of persistent messages. The work directory can be set on the command-line (for the lifetime of the command interpreter), but you will normally want to set the environment variable permanently via the Advanced System Settings in the Control Panel.
set QPID_WORK=S:\qpidwork
If the directory referred to by QPID_WORK does not exist, the Java Broker will attempt to create it on start-up.
The broker has an optional message store implementations backed by Oracle BDB JE. If you wish to use these stores you will need to provide the optional Oracle BDB JE dependency. For more details, see Section 8.4, “BDB Store”