We do have a small issue with the assumed path in the ant script used to build and launch the quickstarts.
If you download the SRC version from http://labs.jboss.com/jbossesb/downloads
jbossesb-4.2MR2-src.zip
You should see them behave better. We are working on a patch now. We apologize for the confusion and inconvenience. We unfortunately tested with source and didn't double check the binary build before it was zipped and shipped. Again, our apologies.
Burr