In my book I complained that setting up webservices in JBoss4 (and not only there) is soft of a PITA.
Thomas Diesler recently posted about the new Webservices stack for JBoss.
With JBoss5 from CVS (not yet released as alpha) it really is as simple as Thomas described it. Just put a few JSR-181 annotations in your SessionBean, deploy them and you are done.
Thomas: keep up the good work!