Sim já coloquei, dentro da pasta Lib do projeto e add no build.
Instalei o Jboss 7.1 no eclipse e retirei o Tomcat para ver o comportamento.
Segue o log do Jboss do Console caso alguém consiga me ajudar.
Retirei o arquivo web.xml e iniciar normalmente
17:19:41,132 Informações [org.jboss.modules] JBoss Modules version 1.1.1.GA
17:19:41,298 INFO [org.jboss.msc] JBoss MSC version 1.0.2.GA
17:19:41,343 INFO [org.jboss.as] JBAS015899: JBoss AS 7.1.1.Final "Brontes" starting
17:19:42,109 INFO [org.xnio] XNIO Version 3.0.3.GA
17:19:42,109 INFO [org.jboss.as.server] JBAS015888: Creating http management service using socket-binding (management-http)
17:19:42,118 INFO [org.xnio.nio] XNIO NIO Implementation Version 3.0.3.GA
17:19:42,125 INFO [org.jboss.remoting] JBoss Remoting version 3.2.3.GA
17:19:42,149 INFO [org.jboss.as.logging] JBAS011502: Removing bootstrap log handlers
17:19:42,153 INFO [org.jboss.as.configadmin] (ServerService Thread Pool -- 26) JBAS016200: Activating ConfigAdmin Subsystem
17:19:42,178 INFO [org.jboss.as.clustering.infinispan] (ServerService Thread Pool -- 31) JBAS010280: Activating Infinispan subsystem.
17:19:42,188 INFO [org.jboss.as.security] (ServerService Thread Pool -- 44) JBAS013101: Activating Security Subsystem
17:19:42,195 INFO [org.jboss.as.security] (MSC service thread 1-2) JBAS013100: Current PicketBox version=4.0.7.Final
17:19:42,203 INFO [org.jboss.as.osgi] (ServerService Thread Pool -- 39) JBAS011940: Activating OSGi Subsystem
17:19:42,213 INFO [org.jboss.as.webservices] (ServerService Thread Pool -- 48) JBAS015537: Activating WebServices Extension
17:19:42,217 INFO [org.jboss.as.naming] (ServerService Thread Pool -- 38) JBAS011800: Activating Naming Subsystem
17:19:42,219 INFO [org.jboss.as.connector] (MSC service thread 1-5) JBAS010408: Starting JCA Subsystem (JBoss IronJacamar 1.0.9.Final)
17:19:42,273 INFO [org.jboss.as.connector.subsystems.datasources] (ServerService Thread Pool -- 27) JBAS010403: Deploying JDBC-compliant driver class org.h2.Driver (version 1.3)
17:19:42,312 INFO [org.jboss.as.naming] (MSC service thread 1-1) JBAS011802: Starting Naming Service
17:19:42,315 INFO [org.jboss.as.mail.extension] (MSC service thread 1-3) JBAS015400: Bound mail session [java:jboss/mail/Default]
17:19:42,366 INFO [org.jboss.ws.common.management.AbstractServerConfig] (MSC service thread 1-4) JBoss Web Services - Stack CXF Server 4.0.2.GA
17:19:42,680 INFO [org.jboss.as.server.deployment.scanner] (MSC service thread 1-5) JBAS015012: Started FileSystemDeploymentService for directory D:\WebServer\jboss-as-7.1.1.Final\standalone\deployments
17:19:42,683 INFO [org.jboss.as.server.deployment.scanner] (DeploymentScanner-threads - 1) JBAS015003: Found ConcursoCetem.war in deployment directory. To trigger deployment create a file called ConcursoCetem.war.dodeploy
17:19:42,812 INFO [org.jboss.as.remoting] (MSC service thread 1-1) JBAS017100: Listening on /127.0.0.1:9999
17:19:42,813 INFO [org.jboss.as.remoting] (MSC service thread 1-3) JBAS017100: Listening on localhost/127.0.0.1:4447
17:19:42,832 INFO [org.apache.coyote.http11.Http11Protocol] (MSC service thread 1-8) Starting Coyote HTTP/1.1 on http-localhost-127.0.0.1-8080
17:19:42,925 INFO [org.jboss.as.connector.subsystems.datasources] (MSC service thread 1-6) JBAS010400: Bound data source [java:jboss/datasources/ExampleDS]
17:19:43,074 INFO [org.jboss.as] (Controller Boot Thread) JBAS015951: Admin console listening on http://127.0.0.1:9990
17:19:43,075 INFO [org.jboss.as] (Controller Boot Thread) JBAS015874: JBoss AS 7.1.1.Final "Brontes" started in 2171ms - Started 133 of 208 services (74 services are passive or on-demand)
17:19:59,014 INFO [org.jboss.as.repository] (HttpManagementService-threads - 1) JBAS014900: Content added at location D:\WebServer\jboss-as-7.1.1.Final\standalone\data\content\51\9e00da5c760ea9b7c7aa6e5d889befe523a3ac\content
17:20:07,393 INFO [org.jboss.as.server.deployment] (MSC service thread 1-6) JBAS015876: Starting deployment of "Cetem.war"
17:20:08,091 WARN [org.jboss.as.ee] (MSC service thread 1-2) JBAS011006: Not installing optional component br.gov.cetem.concurso.controle.ControleServletCadastro due to exception: java.lang.ClassNotFoundException: br.gov.cetem.concurso.controle.ControleServletCadastro from [Module "deployment.Cetem.war:main" from Service Module Loader]
at org.jboss.modules.ModuleClassLoader.findClass(ModuleClassLoader.java:190) [jboss-modules.jar:1.1.1.GA]
at org.jboss.modules.ConcurrentClassLoader.performLoadClassUnchecked(ConcurrentClassLoader.java:468) [jboss-modules.jar:1.1.1.GA]
at org.jboss.modules.ConcurrentClassLoader.performLoadClassChecked(ConcurrentClassLoader.java:456) [jboss-modules.jar:1.1.1.GA]
at org.jboss.modules.ConcurrentClassLoader.performLoadClass(ConcurrentClassLoader.java:398) [jboss-modules.jar:1.1.1.GA]
at org.jboss.modules.ConcurrentClassLoader.loadClass(ConcurrentClassLoader.java:120) [jboss-modules.jar:1.1.1.GA]
at java.lang.Class.forName0(Native Method) [rt.jar:1.7.0_03]
at java.lang.Class.forName(Class.java:264) [rt.jar:1.7.0_03]
at org.jboss.as.server.deployment.reflect.DeploymentClassIndex.classIndex(DeploymentClassIndex.java:54) [jboss-as-server-7.1.1.Final.jar:7.1.1.Final]
at org.jboss.as.ee.component.deployers.EEModuleConfigurationProcessor.deploy(EEModuleConfigurationProcessor.java:79)
at org.jboss.as.server.deployment.DeploymentUnitPhaseService.start(DeploymentUnitPhaseService.java:113) [jboss-as-server-7.1.1.Final.jar:7.1.1.Final]
at org.jboss.msc.service.ServiceControllerImpl$StartTask.startService(ServiceControllerImpl.java:1811) [jboss-msc-1.0.2.GA.jar:1.0.2.GA]
at org.jboss.msc.service.ServiceControllerImpl$StartTask.run(ServiceControllerImpl.java:1746) [jboss-msc-1.0.2.GA.jar:1.0.2.GA]
at java.util.concurrent.ThreadPoolExecutor.runWorker(ThreadPoolExecutor.java:1110) [rt.jar:1.7.0_03]
at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:603) [rt.jar:1.7.0_03]
at java.lang.Thread.run(Thread.java:722) [rt.jar:1.7.0_03]
17:20:08,139 INFO [org.jboss.as.connector.deployers.jdbc] (MSC service thread 1-2) JBAS010404: Deploying non-JDBC-compliant driver class org.postgresql.Driver (version 9.1)
17:20:08,235 INFO [org.jboss.web] (MSC service thread 1-6) JBAS018210: Registering web context: /Cetem
17:20:08,308 INFO [org.jboss.as.server] (HttpManagementService-threads - 1) JBAS018559: Deployed "Cetem.war"
ARQUIVO WEB.XML
<?xml version="1.0" encoding="UTF-8"?>
<web-app xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns="http://java.sun.com/xml/ns/javaee" xmlns:web="http://java.sun.com/xml/ns/javaee/web-app_2_5.xsd" xsi:schemaLocation="http://java.sun.com/xml/ns/javaee http://java.sun.com/xml/ns/javaee/web-app_2_5.xsd" id="WebApp_ID" version="2.5">
<display-name>ConcursoCetem</display-name>
<welcome-file-list>
<welcome-file>index.html</welcome-file>
<welcome-file>index.htm</welcome-file>
<welcome-file>index.jsp</welcome-file>
<welcome-file>CadastroConcursoCetem2012.jsp</welcome-file>
<welcome-file>default.html</welcome-file>
<welcome-file>default.htm</welcome-file>
<welcome-file>default.jsp</welcome-file>
</welcome-file-list>
<servlet>
<servlet-name>AdicionaUsuario</servlet-name>
<servlet-class>br.gov.cetem.concurso.controle.ControleServletCadastro</servlet-class>
</servlet>
<servlet-mapping>
<servlet-name>AdicionaUsuario</servlet-name>
<url-pattern>/adicionaUsuario</url-pattern>
</servlet-mapping>
<servlet>
<servlet-name>ControleLogin</servlet-name>
<servlet-class>br.gov.cetem.concurso.controle.ControleServletLogin</servlet-class>
</servlet>
<servlet-mapping>
<servlet-name>ControleLogin</servlet-name>
<url-pattern>/controleLogin</url-pattern>
</servlet-mapping>
<servlet>
<servlet-name>CadastroLogin</servlet-name>
<servlet-class>br.gov.cetem.concurso.cadastro.CadastroServletLogin</servlet-class>
</servlet>
<servlet-mapping>
<servlet-name>CadastroLogin</servlet-name>
<url-pattern>/cadastroLogin</url-pattern>
</servlet-mapping>
<servlet>
<servlet-name>ConsultaUsuario</servlet-name>
<servlet-class>br.gov.cetem.concurso.controle.ControleServletConsulta</servlet-class>
</servlet>
<servlet-mapping>
<servlet-name>ConsultaUsuario</servlet-name>
<url-pattern>/consultaUsuario</url-pattern>
</servlet-mapping>
<servlet>
<servlet-name>ConsultaRealizada</servlet-name>
<servlet-class>br.gov.cetem.concurso.cadastro.UpdateServletUsuario</servlet-class>
</servlet>
<servlet-mapping>
<servlet-name>ConsultaRealizada</servlet-name>
<url-pattern>/consultaRealizada</url-pattern>
</servlet-mapping>
</web-app>