First, if you are new to JBoss AS, why are you using 4.0.5? That version is very old - the current version is 5.1.0.
orry..how can i check the error since i'm not familiar with JBOSS
The command prompt window in which you started JBoss AS will contain log entries, including any errors when you deploy a WAR file. If the deployment is correct, you will see an entry like this:
2010-06-10 11:46:25,410 INFO [TomcatDeployment] (main) deploy, ctxPath=/hello
Also, since your are new to JBoss AS, read chapter 1 from JBoss in Action (it's a free download). While JBoss in Action is about AS 5.1.0, many of the concepts still apply to 4.0.5. In particular, chapter 1 shows an example hello worlds WAR and how to deploy and access it.
Finally, is there an index.html file in your WAR?