Resolution:
The administration tool can not be used directly to do that.
Indeed, the "show messages" command requires a &ltcorrelationId>.

You need first to get all the &ltmessageIds> of the queue.
To do so:

1- create a program that implements a QueueBrowser

2- for each message, print the message Id using the Message.getJMSMessageID() method

Then, back to the administration tool:

3- use the command "show message &ltmessageId>", using each messageId printed by the above QueueBrowser program.

Note that this possible only for queues, not topics.