I dont know did you managed to find out this earlier, but to do so , u have to have Enterprise management component for the integration.
in taht case on the local server where is installed Asset management there is also installed CCS by default install , and in the scope of that CCS there is enterprise management console in which you can define actions for messages recieved.
If u want to do all messages proccesed automatically on the nsm machine, i think that this tas had to be done during custom CCS install of Asset Management Console where u can specify locations of Database and repository, and responsible Enterprise management console for processing messages !!!
Regards, Mladen |