This is just a nit, but jboss-3.0.0\server\all\lib appears to be missing jaxrpc.jar (I copied it over from a separate download of xml-axis-beta2).
By the way JBoss.NET works very seamlessly with EJBs deployed in JBoss. Very cool.
This is due to axis.jar (included in jboss-net.sar) being still overlapping with jaxrpc.jar. Once the axis guys have passed the jaxrpc-TCK, I think they will outsource their interface code.