There is a document from 2006 http://docs.jboss.org/jbossas/guides/installguide/r1/en/html_single/ that describes using a GUI to select options for installing JBoss. However, I’m unable to determine where the contemporary version of the jems-installer-1.2.0.jar mentioned in that install guide is found.
The wiki at http://community.jboss.org/wiki/JEMSInstaller provides links to passworded SVNs only; whatever it’s discussing is nowhere to be found on the public SVN.
A blog post at http://www.ericgar.com/2006/10/17/eclipse-jbossas-ejb-30-setup-instructions/ provides a direct link to Sourceforge where there is an installer jar: http://prdownloads.sourceforge.net/jboss/jboss-4.0.4.GA-Patch1-installer.jar?download.
Does this utility simply no longer exist?
Here you go:
JEMS Installer on SourceForge
Although it looks as if the project was abandoned around 2008ish. It should support JBoss 4, possibly 5, but not any later editions from what I’ve read online.
Personally I wouldn’t bother with it, installing JBoss is pretty simple – and getting to know the config files will help you later while you’re administering it.