Pauln,
There is a certain level of confusion going on here which is undoubtably causing 99% of the frustration.
1) MyEclipse does not provide any “Run on Server” menu item, anywhere. You are most likely seeing this from WTP or some other plugin that provides it.
2) I don’t know which documentation hoops you are referring to. Besides having the documentation on our site it’s also available under Help > Help Contents inside of MyEclipse.
3) Just to make sure that what you are seeing matches our documentation completely and there is no further confusion, I would suggest you go to the download section and download our All-In-One installer for MyEclipse 5.1.0, then install it to a brand new location and run it. This is a clean install of MyEclipse with Eclipse and JRE all optimized to run together, no monkey business and no digging around to figure out what is what.
I hope your second attempt at MyEclipse is a much more pleasent one, I realize that tools pretty much get a 10min trial window and are either loved or hated. If you run back into trouble, please post back here and I’ll follow up. The more information you give me the easier it is to help.