That always works for me. First, which version of JBoss AS? Second, try adding -Dlog4j.debug=true to the JAVA_OPTS in run.conf. That whould cause log4j to print some information about how it is going about initializing the logging - that might give you more information.
At least, I hope log4j.debug is the correct option, my Log4J book is at work and I'm at home. I'll double check tomorrow when I am in the office if you still have problems.