You downloaded the source, not the binary. Download the jboss-4.2.2.GA.zip file instead.
Installation is easy: unzip the zip file (it is best if you do NOT place it in a path with
spaces, such as Program Files on Windows)
Then make sure JAVA_HOME environment variable is set to the directory where you installed
a JDK.
Then go to the jboss_home/bin directory and execute the run script (run.bat or run.sh - on
Linux you will have to first grant run.sh execute privileges)
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