kvillaca,
If you choose File > Export > Java EE > EAR file (MyEclipse). You are allowed to select the enterprise application project and create the EAR. Alternatively, when you choose to deploy the EAR project from the context menu, does it allow you to select JBoss 5.1, that should deploy it directly without the manual step.
I’ll ask the documentation team to look into creating a Java EE 5 EJB3 tutorial, is there anything in particular you would like it to cover? We do have a tutorial covering JPA annotations, if that helps.