mythily,
MyEclipse blue 9 version doesn’t support JBoss 7.x application server. You can download MyEclipse blue 10.7.1 (latest version) from here – http://www.myeclipseide.com/index.php?name=Recommend_Us&req=Download&version=MEBlue
You cannot add any server using url/site added from MyEclipse configuration center. Although, the link which you have provided is not valid for MyEclipse 9, as MyEclipse 9 is based on Eclipse Helios.
I strongly recommend upgrading to MyEclipse blue 10.7.1(latest version) to take advantage of over 2-3 years of development work and several new features added to MyEclipse. If you have license for MyEclipse 9, the same license can be used for MyEclipse 10.