did you've solved this problem? I've the same problem with my jboss4.0.1RC2.
There has been some work done in that area. Can you try the latests Branch_4_0 codebase that is targeted for jboss-4.0.2? If you continue to see a problem please provide a sample deployment and create a JIRA issue.
I decided it was a bug and filed it, and it appears to have been fixed. See here:
Note I haven't tried JbossWS lately so I can't verify that it works, but I implemented my suggested change locally and that got me going again. My fix didn't address the problems with relative includes but if you put your schemas on a website somewhere you can use an absolute http url.