You can find a minimal config example here, and info for JBoss4.2 and JSF here. To use MyFaces components, here says there's no problem, and also there's some help if you want to use MyFaces Core JSF implementation.
Also there's a note here saying:
If you don't remove the JSF RI libraries from your WEB-INF/lib then you might get strange errors like No faces context?!
Thanks for the resources. It helped me figure out my problem. Turns out I was requesting the jsp directly, instead of asking for the .faces URL.