Does anyone know how I can determine if a message queue has any messages in
it?

Something like this might work:

try
{
   myQueue.Peek( new TimeSpan(0) );
   return true; // message queue has messages in it.
}
catch( MessageQueueExcpetion ex )
{
   return false; // message queue is empty.
}

Threads Question
illegal cross thread operation by PostMessage
Threading in C#.Net Web application
Memory limit?
FindWindow, RegisterWindowMessage, SendMessage