JBoss 4.0 is not for newcomers, it is still unstable Developer's Release (DR). Download and install 3.2.1 instead.
Full documentation subscription can be purchased for $99 here http://jboss.org/index.html?module=html&op=userdisplay&id=docs/index
RMH EJB book comes with an accompanying JBoss Workbook, you can find the details here: http://www.oreilly.com/catalog/entjbeans3/workbooks/index.html
Plus you can find assorted collection of free documentation from the web using google (varying quality)