I would add #7 to Greg's list:

7. Issue a statement that send an email.

I use Database Mail and for some reason it works. I am using a statement like that:

EXEC dbo.sp_send_dbmail @recipients='yelena.varshal@philips.com',

    @subject = 'Subject of my Email,

    @query ='Select * from ##MyTempTable'

    @profile_name = 'DBAemail',

 @attach_query_result_as_file = 0

I would also add #1.5 if applicable:

1.5 Specify the database.

In my CTP the next screen after you click Setup on the first screen tell you to select a certain database to install Messaging Objects. I do understand that this may change in the release that I am in the process of installing now.