I don't know as I've not tried this myself. But first give us some more details.
Do your jboss and tomcat systems speak to one another in the first place? There was some talk on the sourceforge jboss-user mail list about problems getting the two to work independently, ie in separate VMs, so maybe the problem is there.
Once you're sure that jboss and tomcat are working happily together, then set about integrating JBoss.Net, and then give us some of the error details you get.
for the jboss.net stuff, I would say that everything that has to do with ejb´s should run as if the web-server/app-server separation runs, because jboss.net/axis behaves like a web-client.
For the mbean provider stuff, I would not swear that it works, since we need access to the local JMX bus which is not avaible out of vm.
BTw, I would not recommend this design, anyway. If you want to load-balance, do it above your web-server that is the more performant choice.