NServiceBus does not automatically create queues (MSMQ)

I am making examples from the NServiceBus site ( http://docs.particular.net/samples/step-by-step/ ) and when I start Visual Studio everything works and the queues (even if I delete them and re-run the solution. which is automatically generated). The dev machine is running Windows 8.

I have an emulated Windows 2008 RC2 - when I take the folder with my solution to the server machine and try to run NServiceBus.Host.exe, it ends up crashing and the reason is: "The queue does not exist or you do not have sufficient permissions to perform the operation "- even when I run administrative privileges. When I look into the queue, I see that they were not created and if I manually create the queues than that works.

Why isn't queue creation automatically generated when running on another machine?

Update

If I start NServiceBus.Host.exe /install

than it creates queues and also installs its s windows service. But what I would like to do is run it regularly. If I just run the exe, is it considered self-contained?