Hi..first of all..what is selfHosting??
You can start with creating a WCF service first using the templates in Visual Studio.
1)Add DataContracts, which mean what kind of data you wana expose, the datatypes and stuffs..
2)Add Service and Operation Contracts, which will have your methods and stuffs
3)Have an implementation of the methods
You can edit your WCF service by either the WCF COnfiguration editor or by manually editing the web.config..
Add an end-point with netMSMQBinding...
Later you can consume this WCF service in the web app which you wana create,by adding a service reference..
There will be many tutorials available here and also on various sites..Have a look..
Browse thru the below link..it will help you...