I would expect MSMQ BRIDGE would do the conversion if required. The messages go fine from my AS400 MQ Server to Windows MSMQ server via the bridge without any issues. From AS400, I am using MQSTR as format, so it will be transmitted as string. MQ server sitting on my Windows box and MQ server on AS400 can talk to each other without any issues.
The issue is when MSMQ (sample program) puts the message, the message is getting corrupted. When the message reaches the Windows MQ server, there is no format associated with it and MQ is trying to interpret and do some translations and hence getting corrupted.
When I send a test message from my windows MQ server to AS400 MQ server, no issues as it's transmitted as MQSTR.