On windows we installed each jboss instances through the windows services "jbosssvc.exe".
But we encountered some bad behaviours when we try to cleanly shutdown the windows service.
To reproduce those behaviours you just have to create an EJB 2 session stateles with a method that just do a sleep and a simple client that calls this method.
The latest jbosssvc version gives -
Error 1053: The service did not respond to the start or control request in a timely fashion