Hopefully your application is packaged as one of the standard Java EE archives (for example, WAR, EAR, SAR). Copy the file to the jboss_home/server/xxx/deploy directory, where 'xxx' is the configuration you are running (usually 'default').
You can find more information in the free chapter 1 download for JBoss In Action at http://www.manning.com/jamae. It shows how to build a deploy a simple hello world app. One warning - the book is based on JBossAS 5.0 which has a slightly different directory structure than 4.2.x and 4.0.x.
thanks for the info.. actually. I don't have ANY applications, and since i'm not a programmer, I'm just looking for a nice simple demo app to install with instructions....
Unfortunately, all of the simple apps I know of come only as source code which you have to build and then deploy. The only app I can think of that is ready to deploy is JBoss Portal, but it is not simple.