I looked at that wiki page and it is telling people to get things out of CVS when JBoss source is now in Subversion. Ouch. You could try getting the source as follows:
svn co http://anonsvn.jboss.org/repos/jbossas/branches/Branch_4_0/
Or you could download one of the source packages from the download site http://labs.jboss.com/portal/jbossas/download
Ahhh - that would be what I've missed!
I've done a checkout using subversion from the url you suggested, ran the build script and everything worked fine :)