Just make your web application the root application - i.e. under the default context. The standard way to do this is by wrapping the war within an ear. In your ear's application.xml, set a context of / for the war file.
Then add an entry to your web.xml that maps the context path /hello.dll to your servlet.
Thank you Jason. Someone else here did some forum browsing and found a suggestion to simply include a jboss-web.xml in his .WAR file, and put the context-root entry in jboss-web.xml. Unless I'm mistaken, putting it in application.ear as you suggest would be more general and better than using jboss.xml. I'll give this a shot myself.