I found a solution or workaround to this problem. I put axis.jar and saaj.jar and ran my program without any visible errors. This works, but the deploy directory, you would think, should just have ejb classes, not external libraries.
I meant to say I put the files in the deploy directory.
I had a similar problem and I found that even though I had specified "run all" the server was looking at my $JBOSS/server/default/lib directory.
Axis can be deployed in a .war directory ( for example axis.war, the name will be the path to axis page in the server) as explain in the installation directives for Tomcat(as in the webapp directory):
1. create a axis.war
2. copy the content of the webapps/axis directory of your axis distributio here
3. Install the dependency as explain in the documentation
4. That's it you can take a look at :http://localhost:8080/axis/
you'll have list of services and link to the wsdl of the service (to create a Soap client)
It works perfectly like this for me.
Hope this will help