MSMQ Error :"The specified format name does not support the requested operation."

You may get the error: "The specified format name does not support the requested operation. For example, a direct queue format name cannot be deleted.", when you are trying to access message from the MSMQ using Direct format Name over the HTTP or HTTPS. As Direct format names that specify the HTTP or HTTPS protocol cannot be used to peek at or receive messages, only to send them. You can get more information about the format names here  http://msdn.microsoft.com/en-us/library/windows/desktop/ms706037(v=vs.85).aspx