More recent versions of WebSphereMQ also require dhbcore.jar and connector.jar as described here.
If you wish to have a remote connection to a queue manager you must set transportType=1 on the MQQueueConnectionFactory in the Preferences->Sessions dialog.
If you select a large number of messages (1000s) to remove from a queue you can blow the stack space. MQ JMS uses recursion to parse the SQL meaning there is a limit on its size.
If you wish to monitor queues with the Watch functionality then you also need to install (and add to the providers classpath) support pack MS0B, the library you want is com.ibm.mq.pcf.jar
When getting the PCF libraries, ensure you get the right version to match your version of WebSphereMQ.
You may see exceptions in the log file such as:
Caused by: javax.jms.IllegalStateException: MQJMS1112: JMS1.1 Invalid operation for domain specific object
... 25 more
This is normal. Hermes reflects on the connection factory. The domain neutral connection factory has methods on it that are really domain specific hence the exception. You can safely ignore the errors.