I have a problem with the application that I'm developing, and I think that the approach described on your post might help me. You talk about several differences between the Large API, and the normal API of the message queue. The Large API is documented, if yes do can you send me a link to it, if it is available of course ?

Yes, see BizTalk docs on MSMQT adapter. It's actually very simple and almost identical to MSMQ API. Also, there is the sample in SDK.