Nothing, really, absolutely nothing. 0MQ is a developer bait.

In my past managing to software development of the 25-th in size Forex bureau we were challenged to receive upto 400 MB/s stock tickets. We failed to increase the socket performance with .Net remoting. Searching for a robust yet easy to use solution we came across ZeroMQ. It had elegant, simple yet powerful design. It's pub/sub model was exactly what we needed. With some fine tuning we manage to process upto 5 million messages per second on a consistent flow of tickets with high water mark threshold of 500K. We were encoding the forex pair in the first bits of each message and that was super efficient. We managed even to make Level 1/2 share trading work with pub/sub channel headers. ZeroMQ was 2 hours of training and you are already having first results. Compared to my previous experiences with IBM Web Sphere MQ Series, AMQ, MSMQ, ZMQ was just outperforming both in ease of adoption and performance.

Very easy to get up and running, using the examples from the online guide. Scaled very well.