Hi Hassan,
Some time ago, I had an error similar to this, when i installed Async Server.
In my case, i resolved creating the message database on a local instance of sqlexpress on the same machine that I was installing Async Server. (By then I was trying to install message DB in an instance located on another machine).
Once installed the Async Server and the message DB, I moved the message DB to the instance that I wanted. (at the time I did not have much time to research this error, but in my scenario I also had full access to the SQL Server DB I was trying to create. The solution I propose is a workaround).