See the first link Wolf-Dieter provides and http://community.jboss.org/wiki/StartJBossOnBootWithLinux. Thought the link on running as a windows service is out-of-date - JBoss AS comes with the service.bat and jbosssvc.exe files required to run as a service, you no longer need to download JBoss Native.
Those links show how to run one instance as a service. To run mutliple instances, you need to make appropriate changes to the scripts that start the service, somthing like this:
1) Make a copy of the script (service.bat, jboss_init_*.sh) for each service
2) Within each script, edit the line that calls the run script to pass the parameters that you passed on the command line to start each instance
3) Within each script, edit the line that calls the shutdown script to pass the proper hostname and port (like you would do from the command line)
4) Within each script, look for common files and rename to individual files. For example, the script redirect stdout - you must change the names such that each script redirect stdout to a different file.
I have some more detailed materials on doing this, with complete examples for two instances, but it is not free. I can provide a link if you like.