I havent used JBoss jBpm. The starters kit that i downloaded contains a jbpm.war and a jbpm.sar (and maybe something more). So when you say:
I tried to deploy the sample web application WAR file in my jboss-4.0.3 server
Did you even copy the sar? I dont know whether that's required, but you could give it a try. Also what's the exception that you are seeing? I would expect it to run on any other instance of JBoss as long as you make sure you have deployed all the required archives.