If you are installing it on RED HAT 9.0 then make sure you have jdK1.4_02 onwards, otherwise on Red Hat its going to create problems for you.
Secondly you can install jboss either under /opt as it an exrternal s/w, normally goes on opt, but you can install it under /usr/, where yr Java is installed.
Theres is a QuickStart guide on the site which comes free, it covers neccsssary info.
We have also outlined steps on linux in ouur tutorial, you can check that.

www.tusc.com.au/tutorial/index.html. Steps are in chpter1.

Vishal.

Sorry , One thing i want to correct in my previosu post is the version j2sdk which is j2sdk 1.4.2 equal or onwards.
But this causes issues with Eclipse not with Jboss, as I am aware of.
This happens on Red hat because of threading issues on Linux.
But with jboss, i am not aware of any todate.
So appologise for my previous post.

Just to correct the url I pointed out
It is http://www.tusc.com.au/tutorial/html/index.html