Are you sure you want to start with such an old version of JBoss? The current version is 5.1.0 or so.
As for the installation, JBoss comes with a whole host of documents, including installation, configurations, etc. Are these not working for you? Perhaps you could explain what you've done and what specific problems you're having.
You may want to ask in the
IDE forum for help on NetBeans IDE.
Best Regards,