Native eclipse does not support EJBs other than as regular
java projects, as in you'll have to build the EJB structure and deployment EAR manually or using ANT/Maven scripting.
There are a number of other tools, such as IBM WSAD/RAD that do support EJB creation and building, but they are not that cheap. There's also MyEclipse which I believe isn't free, but doesn't cost nearly as much.
Off hand, I support building the EJBs yourself and deploying them using scripting, but I'm sure there a number of free plugins for eclipse that might accomplish this.
[ February 05, 2006: Message edited by: Scott Selikoff ]