BizTalk: Drop messages into the MessageBox database
MessageBox direct bound ports enable you to drop messages into the MessageBox database without an explicit recipient, and to subscribe to messages that meet certain criteria rather than messages that come from a particular sender.
Source url: How to Use MessageBox Direct Bound Ports, from MSDN
http://msdn2.microsoft.com/en-us/library/aa949234.aspx
Sending a message on a MessageBox direct bound port is equivalent to publishing the message to a message bus - in this case, to the MessageBox database.
Receiving a message through a MessageBox direct bound port is equivalent to subscribing to a message bus with filter criteria.
To configure a MessageBox direct bound port, select Routing between poarts will be defined by filter expressions on incoming messages in the MessageBox database in the port Configuration Wizard.
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Once the message has arrived back into the MessageBox you must have Orchestrations waiting for this message via subscriptions (these will be created automatically for you under the covers when you create your Receive ports and specify the message schema you interested in).
There is an example from MSDN.
Direct Binding to the MessageBox Database in Orchestrations
This sample processes fictitious loan requests using orchestrations with ports that are directly bound to the MessageBox database.