>>Was the problem occured because i'm install jboss as 4.0.5ga but the service is version 5?
No. Look inside the service.bat file - it uses the name JBAS50SVC as the service's short name. You can edit the lines in service.bat that identify the service to be anything you like.
To get to the cause of the problem, you have to look in two locations. First, go to the Windows Event Viewer and look in the Application log. That usually has something in it regarding the error. The other place to look is in C:\jboss-as-web\bin\run.log - service.bat redirects all stdout output to that file.
If you don't understand the messages you see in either place, post them here.