JNP is the JBoss implementation of a naming service (JNDI). In RMI-land, it serves the same purpose as the RMI registry.
RMI-IIOP is a transport protocol for remote invocation. There is also RMI-JRMP (the 'classic' RMI transport protocol), which is actually the default transport used by JBoss. There is a straight IIOP mechanism available too, if you need CORBA (uses the Jacorb ORB).
So, in short: you use JNP to look up your remote object, then RMI to remotely invoke methods on that object.