Exception in thread \"main\" java.awt.HeadlessException: No X11 DISPLAY variable was set, but this program performed an operation which requires it. at j
This appears to be a more general SWING/AWT/JDK problem that just the JBOSS installer:
The accepted answer below solved the issue for me :
Unable to run java gui programs with ubuntu
("sudo apt-get install openjdk-6-jdk")