If you have a JVM running at your system jvisualvm should display it under local with the classname.
Do you see the JVM process in taskmanager and if you start JBoss in a shell is that displayed?
If I start JBoss using command line then jvisualvm shows JBoss with jvm process ID like "JBoss (pid 5852)" under local. I can see a java.exe process in task manager with same ID. But when I start JBoss Service from controll panel, then jvisualvm does not show it under local, however I can see a java.exe process in task manager.
I found a tool psexec.exe (http://technet.microsoft.com/en-us/sysinternals/bb896649), if I start jvisualvm using this psexec.exe on my development Win32 XP machine then jvisualvm shows JBoss under local. (psexec.exe -i -s "C:\Program Files\Java\jdk1.6.0_29\bin\jvisualvm.exe")
But the problem is that on my staging Windows 2008 DataCenter R2 X64 machine this psexec does not work and exist with an error "C:\Program Files\Java\jdk1.6.0_29\bin\jvisualvm.exe exited on MY-STAGING with error code -1073741819."
Is there any possibility to monitor JBoss JVM using jvisualvm when JBoss is running as a windows service while service was created using JBoss Native for Windows ??
The error points to an access denied error. Jvisualvm is using a wrong home directory.