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:
JAVA_HOME=C:\Program Files\Java\jdk1.5.0_03
JBOSS_HOME=H:\Apps\jboss-4.0.2
JDK_HOME=C:\Program Files\Java\jdk1.5.0_03

I set my classpath environment variable to: (concatenate them)
C:\Program Files\Java\jdk1.5.0_03\bin;
C:\Program Files\Java\jdk1.5.0_03\jre\lib\rt.jar;
C:\Program Files\Java\jdk1.5.0_03\lib\tools.jar;
H:\Apps\jboss-4.0.2\bin\run.jar;

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.

Gil Blais