well, you can also use the "MainDeployer" MBean:
But I found that this MBean is only partially supported in JBoss 5.
And unfortunately, an application deployed through the MainDeployer is only available until the next server restart.
JBoss contains also an implementation of JSR88 deployment, but JSR88 deployments are not persistent, too.
Install Jopr Embedded (http://www.jboss.org/embjopr/), it will let you deploy apps. You will have to get the source from trunk and build it because it contains the deployment functionality while the binary download does not.
Or you could install Jopr (http://www.jboss.org/jopr/) - it is a more complete management and monitoring solution and the binary supports deployment.