You do not need to manually implement a queue listener on your service.
Simply by creating your service operation contract you are specifying the handler method which will be called when a message arrives on the local queue.
You probably (or should) have something like this:
[OperationContract(IsOneWay = true, Action = "*")]
void HandleMyMessage (MsmqMessage<String> message);
This will ensure that the method HandleMyMessage() in your service implementation will be called when a message is delivered.
UPDATE
In response to your question in the comment below, to define the queue address you can do this in the <System.ServiceModel>
configuration:
<services>
<service
name="Microsoft.ServiceModel.Samples.OrderProcessorService"
behaviorConfiguration="CalculatorServiceBehavior">
<host>
<baseAddresses>
<add baseAddress="http://localhost:8000/ServiceModelSamples/service"/>
</baseAddresses>
</host>
<!-- Define NetMsmqEndpoint -->
<endpoint address="net.msmq://localhost/private/ServiceModelSamplesTransacted"
binding="netMsmqBinding"
contract="Microsoft.ServiceModel.Samples.IOrderProcessor" />
<!-- the mex endpoint is exposed at http://localhost:8000/ServiceModelSamples/service/mex -->
<endpoint address="mex"
binding="mexHttpBinding"
contract="IMetadataExchange" />
</service>
</services>
From here: http://msdn.microsoft.com/en-us/library/ms789032.aspx