MSMQ between two computers

According to Wikipedia, Microsoft Message Queuing or MSMQ is a message queue implementation developed by Microsoft and deployed in its Windows Server operating systems since Windows NT 4 and Windows 95. It's a super-easy method of Inter-Process Communication in Windows.

Recently I wanted to use Hangfire to coordinate jobs across internal and external web servers, but Hangfire has a 15s delay thanks to it's use of polling SQL Server. You can use Redis or MSMQ to reduce that delay to "instantaneous", but these are two separate computers, so how do they communicate using MSMQ? There are a few gotchas, as you'll see below!