I have not created a listener for this, but from what I understand ActiveMQ has a JMS interface. With that in mind, you could download my example JMS listener from Splunkbase,
http://splunk-base.splunk.com/apps/50913/jms-receiver-for-indexing, modify the Java JMS Client that is the listener for messages to use the ActiveMQ class libraries and naming conventions, recompile, and you should have an ActiveMQ listener that can send messages to standard output for indexing.
