The warning only indicates that a WS4EE specific interceptor could not be loaded, which confirmes that you successfully removed JBossWS.
If you've already gone through the efford of building from source, you can use the 'deploy' target in jboss.net/build.xml like this
cd jboss.net ant -Dserver=default deploy
This removes jboss-ws4ee and installs jboss.net. There is an equivalent target available in module webservice.