You need to download the jboss version from the tutorial website as well. It comes with everything setup to allow web services on JBoss.
I was unable to get JBoss-3.0.4 to work with webservices but however that's more due to the fact that I'm new to the webservices and jboss as opposed to there being anything wrong with the software.
I also think that jboss uses Jetty as default although I'm not sure where I saw this. In fact I think it was on that tutorial site you mentioned in your post.