I too see the same problem and had reported this sometime back http://www.jboss.com/index.html?module=bb&op=viewtopic&t=142728. Not sure what the problem is.
Instead of using JBoss Native 2.0.5, i decided to use 2.0.4 which is available at http://www.jboss.org/jbossweb/downloads/jboss-native-archive/
I see that the release date for the 2.0.5 is ASAP
That's probably why the link don't work...