First, open the response queue. Then pass that object to the set reply-to method on the message. That way the service responding to your request knows where to send the reply. Typically the service will copy the message ID to the correlation ID field so when you send the message, take the message ID you get back and use that to listen on the reply queue. Of course if you use a dynamic reply-to queue even that isn't neessary - just listen for the next message on the queue.
There's sample code that shows all of this. If you installed to the default location, the sample code lives at
"C:\Program Files (x86)\IBM\WebSphere MQ\tools\jms\samples\simple\SimpleRequestor.java"
on a Windows box or /var/mqm/toolsjms/samples/simple/SimpleRequestor.java
on a *nix box.
And on the off chance you are wondering "install what, exactly?" the WMQ client install is downloadable for free as SupportPac MQC71.
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