I was just saw your other response regarding farm deployment. You could be experiencing a problem with the Linux Application Server instance invoking remote procedures on the Windows Application Server instance. When you "farm" deleted your application under Linux, a "Undeploy app" remote procedure call was made to the cluster. It sounds like the call didn't make it out to the Windows machine for some reason. I think the Farm deployment issue is related to the behavior your describing in this thread.
Are you using Suse Linux? Many Linux installations support IPV6 which can cause problems for Java applications that only expect IPV4 addresses. If your using Suse Linux, read http://wiki.jboss.org/wiki/Wiki.jsp?page=SuseHints for instructions on disabling IPV6. If your using a different flavor of Linux, you might need different instructions for disabling IPV6.
If my guess about IPV6 is wrong, we can try something else.