If you've done it with CF, all you need to do is copy a couple of files and make a couple of edits, but basically it goes like this:
Download the railo.war archive.
Create a sub-directory under the jboss server's deploy directory called railo.ear.
In the railo.ear directory, create a sub-directory called META-INF
Create a file called application.xml within the META-INF directory. Here is an example application.xml:
Move the railo.war file to the railo.ear directory, and rename it to railo.war.zip, and unzip it there.
You should now have a sub-directory called railo.war in the railo.ear directory.
Fix the nested zip errors [link to fix] by adding a file in WEB-INF/jboss-classloading.xml that contains: