I try to reproduce your installation. Indeed creating a new folder or unpacking the Jboss archive in the program files trigger the windows UAC that will make the process run by admin user. So the created folder has admin only write access.
So if you try to start the application without the UAC promoting the user to admin will trigger the access issue, standard user don't have write access.
You have 2 solutions:
Wonder how the UAC will behave if you use native connectors for running it as a windows service?