Henrik,
This is a common request and unfortunately we didn’t go with Ant because its too limiting. MyEclipse supports a lot more functionality than Ant can provide behind the scenes to allow for more flexible project structures, so its not really possible for us to generate (easily) a build script that can model that.
However we are hoping to look at this request again in the future to see if we can generate some kind of build script if the project layout meets some kind of criteria.
ttrostel has a good suggestion for overall project management, Maven is pretty amazing in that regard. But if this is just a personal project, it would certainly be a bazooka to kill a mosquito situation.