According to this article even though Apache ActiveMQ supports .NET, this feature is limited only to basic client operations. Apache ActiveMQ does not give access to manipulate ActiveMQ broker, persistent store or transports.
I don't really understand what prevents Apache ActiveMQ to present same features for .NET client as for Java client: is it because they "forget", they don't want, they can't but could in the future?
ActiveMQ .NET clients support all the features that Java clients enjoy. It even comes with WCF integration! About the only tricky feature that Java clients can use which would be tricky to get working on .NET is that Java client can boot up a ActiveMQ server in the same process as the client. The need to do that is not very common. If you really need to do it, you might want to try running the ActiveMQ server in IKVM.