Are you using 3.0.6? I recall the windows guys in the office having problems with shutdown in 3.0.6. (or maybe I'm thinking of 3.0.4) Off the top of my head, I think you need to specify a username and password. shutdown -u user -p pass Don't worry about what username/password to use.
Some other ways to shutdown: * go to the jmx-console and go to the "type=Server" mbean and invoke the exit() method * hit ctrl-c in the window you started JBoss in (if you started from the command line)