In configuring web alerts users are asked to make sure that the message queue is installed and running as a component. The information from our Product Documentation and MSDN has been compiled here to help point you in the right direction.
In the Product Documentation there is a section:
"Sending Web Alert Emails to Subscribers>Setting Up Message Queuing and the Asynchronous Processor"
which has a "Procedure" section and and "Manually setting up the message queue and asynchronous processor"
Here is the link:
There you will find steps on some servers to get to the message queue for configuring for web alerts.
The general link for how to find the message queue is on MSDN.
Here is the link for that information and more.
"How to: Find Queues in Server Explorer"