Each message transport has recommended transaction settings that it will select by default, but NServiceBus gives you the ability to override these if you choose to do so. For example, the following command can be used to disable distributed transactions:

cfg.Transactions().DisableDistributedTransactions();

Several other methods, which are easily discoverable via IntelliSense, will also allow you to enable distributed transactions (as they are not turned on by default for every transport), enable and disable transactions in general, set the transaction isolation level and timeout settings, and control whether or not message handlers get wrapped with a TransactionScope.