Uh, convert your Windows box to also run Red Hat and thus avoid the inevitable crashes. :-)
Or you could try this. In the run.sh script, change the lines that start JBoss by prepending 'nohup' and appending '&', as follows (warning, I got the original from 4.0.2, yours might be different):
nohup "$JAVA" $JAVA_OPTS \ -Djava.endorsed.dirs="$JBOSS_ENDORSED_DIRS" \ -classpath "$JBOSS_CLASSPATH" \ org.jboss.Main "$@" &
Hope this helps.
..and I'm working on converting over to Linux and other open source stuff, used to be a Mac guy, got thrown in with Windows, trying to escape.