After struggling with the MySQL version of the installation, I just decided to download the jboss-4.0.2/jboss portal 2.0 package. All you have to do is browse to the /bin directory and double-click run.bat.
There is a live version at http://labs.jboss.com
It uses the same css as this site, and they removed the window decorations, but it does have custom portlets and several instances running within the container.