I have JBoss AS running as a service on a Windows Server 2003 box and have not run into this.
What mechanism are you using to run JBoss AS as a service? If you are not using JBoss Native, then Please provide a URL because most such products have similar names.
Also, please post the registry contents for the service. You can do this by exporting the service using regedit and posting the resulting *.reg file.