I've managed to set up SSL in my JBoss4.0.5 by adding a adding a keystore to the ${jboss.server.home.dir}/conf directory and putting the following into my server.xml:
<Connector port="8443" address="${jboss.bind.address}" maxThreads="100" strategy="ms" maxHttpHeaderSize="8192" emptySessionPath="true" scheme="https" secure="true" clientAuth="false" keystoreFile="${jboss.server.home.dir}/conf/ssl/jboss-keystore.jks" keystorePass="mypassword" sslProtocol = "TLS" />