You've only got the JDK. J2EE is not part of J2SE (ie. the JDK). You need to get the J2EE libraries:
JBoss has it's own flavour of the J2EE libraries which you can find in $JBOSS/server/default/lib. If you include all the JAR files in this directory in you path, you'll get a bit further.
With all the JAR files, ANT comes in very handy
In most cases you just need to include the jboss-j2ee.jar in your classpath.