Yes, when you close the command prompt window, all applications started in the window are
also closed. Its the way Windows works (actually, Linux does the same, though there are
ways around it).
You can set up the app server to run as a service (that way there is no command window
hanging around), see
http://wiki.jboss.org/wiki/Wiki.jsp?page=RunJBossAsAServiceOnWindows.
I recommend using JBoss native.
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