I have the steps for anyone who needs them here ....
I removed all J2 installed code from my Windows XP system via the standard mechanism within control panel.
I stripped out the related environment variables after that.
I downloaded J2_SDK_5_0_03 from http://java.sun.com/ and installed it.
I reset environment variables to:
I set my classpath environment variable to: (concatenate them)
I included "C:\Program Files\Java\jdk1.5.0_03\bin;" in my path
I then made sure that the J2EE.jar could not be seen by the JVM or JBoss by renaming my copy
And then - BINGO. Start up the JBoss server and enter
http://localhost:8080/jmx-console into a WEB browser URL line and you have it.
This JBoss AS is a really slick product - incredibly capable.
I don't know what you had been doing wrong, I have been trying a few installations today to see if I could reproduce your problems but none of them failed. The only possibilty really is that you had conflicting jars with your JDK.
The only required environment variable to get JBoss started is JAVA_HOME after the JDK has been installed. The other steps you mentioned are not required.