I know it's been a while since this post went out, I'm doing this for those that are having this specific problem and don't know what to do.
First, and this may not be related, but I'm running jboss 3.2.3 and jfreechart 0.9.16 and thought there was a bug. I found out that that the JBoss default config, consolemgr.sar has jfreechart archived within it, which Jboss uses. It uses that same version for other contexts and ears. I finally figured it out and had to replace that version with the latest, probably not the best idea, but the version that comes with jboss doesn't have all the features I was looking for. It worked.
I also ran the thing without the console manager/web console deployed (removed the management subdirectory in deploy directory) and everything worked fine that way as well, you just don't get the management console anymore.
Also, you need to include jfreechart in the ejb.jar file to make your ejb's work with anything. The war and ejb.jar are separate worlds.
The headless switch is only necessary if the server is truly headless like a unix server with no x terminal. Windoze doesn't need it, usually.
As far as tutorials on jfreechart you'll either have to buy their docs or here's what I did, I looked through all of the demo source files that are buried deep in the source code. They are in a subdirectory called 'demo'. Search and find.