.net – MSMQ: Acknowledgments not returned when delivering to a remote queue

I have the following scrap of code to test MSMQ acknowledgments:

    static void Main(string[] args)
    {
        string queuePath = args[0];
        string ackQueuePath = args[1];
        MessageQueue queue = new MessageQueue(queuePath);
        MessageQueue ackQueue = new MessageQueue(ackQueuePath);
        Message message = new Message("Body text");
        message.Label = "test";
        message.Recoverable = true;
        message.TimeToReachQueue = new TimeSpan(0, 1, 0);
        message.TimeToBeReceived = new TimeSpan(1, 0, 0);
        message.AdministrationQueue = ackQueue;
        message.AcknowledgeType = AcknowledgeTypes.FullReachQueue;
        queue.Send(message, MessageQueueTransactionType.Single);
    }

If both queuePath and ackQueuePath are local, i.e. ".\private$\queuename" format, I get the "test" message in the main queue and a reach-queue acknowledgement in the admin queue as expected. However, if queuePath points to a remote queue, i.e. "FormatName:DIRECT=OS:MACHINENAME\private$\queuename" format, I get the "test" message in that remote queue, but no reach-queue acknowledgment in the local admin queue.

I haven't seen anything indicating that acknowledgments cannot be returned from remote queues, so I presume there is a problem with my code or my environment. Any ideas?

(Both machines are Windows 2003.)