Yes, you can install JBoss using the platform independent zip archive which is available at http://sourceforge.net/project/showfiles.php?group_id=22866&package_id=16942&release_id=456223. This is the link for 4.0.5GA.
By the way, the latest available stable version is 4.2.2. Any reason why you want to use 4.0.5?
Thanks a lot, jaikiran!
We are using 4.0.5 because that was the lastest stable version when the project had started (04/2007). And the migration is another little project that I have to accomplish soon :-).