Hi,
how do you run the instance?
Simple call on a shell 'run.sh (bat) ? - Just press CTRL-C and the server stops
If you run it in background you might use the shutdown script, if you have more than one server running you have to set the servers IP address and JNDI port to stop the correct instance.
Also you might use 'kill yJVM PID>' if you use a UNIX, the server is shuting down on receive SIG-TERM.
Or did you use AS7, here this will be different!