I found the problem. It ended up that because I was using Internet Explorer and had the "Automatically Detect Settings" selected under the LAN settings that it didn't like. So at least, this might help others in getting their JBoss up and running.
Also a lesson that I should probably stop using Microsoft stuff.
Mozilla is really very good these days.
juha is right on that. All our IE apps work straight away on mozilla now. But mainly it's good because of the mouse gestures.