There are couple things going on here:
1) Service Bus doesn't support message browse over AMQP at this time. Because the session was created with AUTO_ACKNOWLEDGE, every message you get from the Enumeration is immediately removed from the queue.
2) I have reproduced the hang in hasMoreElements() with QPid 0.25. It appears that hasMoreElements() is waiting for more messages to arrive in the queue, at least at first. If I send more messages, the loop will continue and some of the newly-arrived messages will be returned, but it stops fairly quickly. I am still investigating to determine what's going on there.