When using the steps to decrease latency described in [Only registered and activated users can see links. ] some people do not have the MSMQ folder. The problem is installed, but you can't find the registry folder to complete the regedit.
I personally had this problem, and if you also do, follow these instructions. I had to manually create the folder, and these directions that I am supplying should provide you with the .reg file necessary to create the folder.