What JVM version do you use?
I suppose that your JVM and JBoss combination might not work with windows7.
Check whether a fresh JBoss 4.0 work and also a 4.3/5.1 with an actual JVM.
I had the same problem after migrating to Windows 7. In my configuration I've used the parameter -Djboss.bind.address=0.0.0.0 to bind all IP adresses.
It seems, that is not working with Windows 7. After I've changed it to one real IP adress(e.g. -Djboss.bind.address=192.168.3.38), JBoss started.
ERROR [Util] exception is java.net.SocketException: Unrecognized Windows Sockets error: 0: JVM_Bind
Achim Wagner is right. You need to bind the JBoss to a single IP instead of binding with all IP addresses. I had the same issue but fixed by using the following way of starting the server
[JBOSS_HOME]> run -b 192.168.1.1
Hope its useful