1) JAVA_HOME is not set properly - it should be set to the location where the JDK was installed.
2) You installed the JDK, or JBoss AS, into Program Files, or some other directory with spaces in the path (Documents and Settings). Do not do that, spaces in paths confuse various Java libraries. I have mine at:
3) You are running into findstr issue: http://www.jboss.org/community/docs/DOC-9758
If none of these solves you problem, comment out the "@echo off" line in run.bat, run it again, and post the command prompt window output, starting from the command run you entered.