To remove the JBoss home page (is this what you mean by 'hidding the jboss screen'?), delete (or rename) the directory server/xxx/deploy/jboss-web.deployer/ROOT.war (I am assuming version 4.2.x)
To run JBoss as a service, see http://wiki.jboss.org/wiki/Wiki.jsp?page=RunJBossAsAServiceOnWindows. I recommend using JBoss Native.
I have used
jboss-4.0.5.GA, EJB 3.0, Windows XP SP2.
The Jboss screen mean, after I start Jboss success (double click run.bat from jboss-4.0.5.GA\bin\run.bat). I want to hide it (or show it if I need). Can I do that ?
So you want to hide the command prompt window that is running JBossAS. The best way to do this is to run JBossAS as a service. Or you could minimize the command prompt window.