ActiveMQ supports both Apache Axis
and the incubating Apache CXF out of the box.
Just add the required jars to your classpath and you should be able to use JMS transport support inside either web service framework to send and receive messages using ActiveMQ queues or topics for reliable messaging.
For an example of using the JMS transport with Axis, try looking at the JMS example that comes with bundled with Axis' binary and source downloads.
For examples of using JMS transport with CXF, please see its JMS publish/subscriber sample and the JMS queue sample available in the CXF source and binary downloads.