Here are the steps that worked (finally) for me:

1. Login as 'sa' on your local sql 2005 server.
2. Create a new database
3. In a new query window, run this script: ALTER DATABASE [DatabaseNameHere] SET ENABLE_BROKER (should return: Command(s) completed successfully.)
4. Copy and paste script from 'Intro...to Service Broker' article into a new query window.
5. Make sure you're in the newly created database and comment out 'USE AdentureWorks' line at the top.
6. Add this snippet (from a previous post) ... WITH ENCRYPTION=OFF, LIFETIME= 600; to the end of line #37. (the section that starts with BEGIN DIALOG @conversationHandle ....ON CONTRACT HelloContract [here])
7. Run entire script on your newly created database and it should return the 'Hello world' message.

If not, do a select * from sys.transmission_queue to see what errors were generated.

Hope that helps....