The following steps is only for jboss server 5.x(!!!)
1. Download the zip file from http://labs.jboss.com/jbossas/downloads/
2. Choose jboss server zip file with anme *5.0_java_1.6xxx(becasue i use the jdk 1.6_xx)
3. Unzip the file to any where you like on your disk
4. Set the JBOSS_HOME until the value of install** for you jboss unzip dir (no bin directory included the document is wrong!)
5 Step to the bin directory and execute the run.bat(for Windows)
6 After that you can go to the localhost:8080 and see the result