Before to start I just resume actions I made to reduce msdb size (earn space on c: volume).
I checked my msdb and I has a sysxmitqueue table using 3 Gb. I purged table by using the following commands :
ALTER DATABASE [msdb] SET SINGLE_USER WITH ROLLBACK IMMEDIATE
ALTER DATABASE [msdb] SET NEW_BROKER WITH ROLLBACK IMMEDIATE
ALTER DATABASE [msdb] SET MULTI_USER
After that I shrinked msdb database and reorganized Index with Stat. Well every worked fine but now some Alerts defined don't work like "Capture deadlock" or "Capture Process blocked" (WMI Events).
I run some scripts
select * from msdb.sys.server_event_notifications
The result is : one line with SQLWEP_RECHECK_SUBSCRIPTIONS before Purge sysxmitqueue I had