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ActiveM uses ActiveX controls to provide inter-application messaging. MQSeries and SonicMQ use a standard messaging API (namely JMS) to achieve the same goal. MQSeries and SonicMQ probably require more lines of code to be written in order to send and receive messages, but on the other side, they support platforms other than Wintel as well (Linux, Solaris, AIX). ActiveX only runs on Windows AFAIK. Here you will find more information about how ActiveM compares to MSMQ, and to other MOM systems in general:
Dig Deeper on Service-oriented architecture (SOA) implementations
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