I actually jumped the gun when I posted the last response. I saw that JBoss had been added as a service but when I tried to start it, I got an error when I tried to access http://localhost:8080, I got a standard IE error message.
Since then, I've just been starting JBoss using run.bat.
I'm using Windows XP, so I don't know if there are any issues with that.
Here is what I added when I setup the service:
JBossService.exe -install JBossService C:\j2sdk1.4.1_05\jre\bin\client\jvm.dll -Djava.class.path=C:\j2sdk1.4.1_05\lib\tools.jar;C:\jboss-3.0.8_tomcat-4.1.24\bin\run.jar -start org.jboss.Main