The installation script checks for the existence of a number of files, it does not appear to be finding them.
Can you try running 'ant -v' to see which files are being checked?
As for RHDS, you need to ask that question on their forum.
Thank you very much for you advice!
The problem was that I wrote "c:\JBoss_AS_4.2.1" instead of "c:/JBoss_AS_4.2.1" in the deployment.properties file.
Perhaps the readme should include a hint to use normal slashes instead of backslash.