You can only use jar files for JMS and the native Java MQ API, but the question is whether you really want it. A full client installation includes sample programs in the form of a source and an object, utilities, tracing, etc. When you open a ticket for problems with IBM, they may request information that you will use to collect these tools. If you do not have a complete installation, you will not be able to provide the requested diagnostic information. For this reason, IBM supports full client installation. If you are just trying to learn JMS and write a toy application, this is probably good. If the application is in Production, and you can get it someday, install the client.
WMQ client installation is free and available as SupportPac MQC7 . Development on the V7 client is good, as it is compatible with V6 QMgr. This will save you some testing when the V6 crashes in September 2012.
Note that the JMS thin client mentioned in another answer is described in Infocenter as a โJMS client integration JMS client designed to run as an embedded client in Java SE applications in IBMยฎ, Sun, and HP Java (JRE) runtime environments. The client does not support transactional and local transaction models. " As already noted, this is a SI Bus client, not an MQ client, has limited platform support and does not even have single-phase commit. The actual WMQ client is specific to WebSphere MQ, has broad platform support, and provides a single-phase transactional transaction.
UPDATE:
As of April 24, 2012, an extended transaction client fee is no longer charged for any version of WMQ on any platform. I deleted the part of the answer explaining the previous license terms.
source share