There are a few things you can look into.

First, standard Broker applications use the RECEIVE Transact-SQL statement
to determine when there is a message to process on a queue. You can execute
the RECEIVE from any environment where you can execute a Transact-SQL
statement:
http://msdn2.microsoft.com/en-us/library/ms186963(SQL.90).aspx

Another possibility would be external activation. The basic activation
capabilities in SQL Server 2005 launch stored procedures when messages are
ready to process in a queueu. You can read up on activation basics here:
http://msdn2.microsoft.com/en-us/library/ms171617(SQL.90).aspx

In addition, there is a sample application that shows how to set up external
activation, which can launch an application. You can learn more about the
external activation sample at:
http://www.gotdotnet.com/codegallery/codegallery.aspx?id=9f7ae2af-31aa-44dd-9ee8
-6b6b6d3d6319

Also, if you're interested in getting notifications of events, you might
want to check out the event  notifications feature in SQL Server 2005:
http://msdn2.microsoft.com/en-us/library/ms182602(SQL.90).aspx

In addition to what Alan said, you might check out the samples that ship
with SQL Server 2005.  There is a sample called ServiceBrokerInterface that
sets up a .NET interface into SSB for you...