I'm new in JBoss (and Java world) and I need to know how can I allow JBoss to use more memory. When I try to deploy a .war, JBoss tell me that he didn't have enough memory.
Memory is allocated to a Java application via the -Xms and -Xmx command line options. You can change those options in the run.bat or run.conf scripts (you did not state which operating system you are using).
I am surprised, that it ran out of memory. The defaults are usually sufficient for most applications. Could you please post the console output from when you started the app server?