The first time I tried with location and it didn't work and I saw "value" in a Struts 2 book (??) and I thought this is the reason why is not working.
Anw, I retried the same setup and doesn't work. When I press the link associated to the action helloWorld (I have a class HelloWorld which extends ActionSupport, its sends me to the exactly the same page. So, from index.jsp, it's sends to index.jsp.
Turn up the log level to DEBUG and check out how it's scanning: you'll find there are a couple of issues.
You can also use the config-browser to help track stuff like this down--it will tell you what S2 believes your configuration to be (including convention-based actions). Read the convention plugin documentation page very carefully, paying attention in particular to the parameters it provides, and their defaults. It is not always doing what I think you believe it is.
Also, be cautious about using package names that aren't yours.