Difference between the jboss-4.0.x dist and installer
The jboss-4.0.x zip distribution is the J2EE1.4 certified distribution. The rules of J2EE restrict what technlogy can be incorporated into a distribution such that it can remain certified. Inclusion of JavaEE 5 technologies certainly violates these rules.
Because of this, the JavaEE 5 technologies such as EJB3, JAXWS, etc. are only available via extended profiles in the jboss-4.0.x-installer. See the JBossReleaseNotes for details on the installer capabilities in each release.