I had this same problem when I started what you do is create a war file of your website. Such as one you have created in tomcat under webapps.
Assuming your running JBoss Default.
War the application up and move it to default/deploy then jboss should immediately auto deploy the new war file.
Assuming no special config changes your URL should be something like http://localhost:8080/mywebapp/index.jsp
Here is a simply approach (assuming you are using all default Jboss3.x configuration).
1.You can develop your source code in the following directory structure:
2.Jar the contents of the Root directory ( meaning everything below the Root dir) in a file Hello.war
3.Deploy the Hello.war file, by placing it in your jboss-3.X\server\default\deploy directory.
4.Start your Jboss3.x server using default mode.
5.Point your browser to http://127.0.0.1:8080/Hello/hello.jsp
6.Just to double check; the (basic) content of your WEB-INF/web.xml file should be as follows:
This is a simple web application.
Good luck, this should help.