I have tried both JavaService.exe (http://www.alexandriasc.com/software/JavaService/download.html) and the java service wrapper (http://wrapper.tanukisoftware.org/doc/english/index.html). Both worked OK and were reasonably simple to use.
I ended up using the java server wrapper because it uses a configuration file that I could use to make JBoss start with the 'all' configuration in stead of the 'default' configuration.
There are other threads in the forums that discuss both solutions.
Thanks! JavaService.exe did the trick.