Take a look
here to run jboss as service.
About quick install guide we'll change when we'll release the next OpenKM version. Really now is better installing jdk 1.6 than 1.5, about problem with windows .dll missing library is caused by change made by sun in update 15 ( if I'm not but ) reason why you must not donwload jre version because has not present this library and you must install jdk.
We'll be thinking on make some installation wizard.