OK, I did some more vigorous googling.
I added this as a software site:
This appears to have solved the issue.
Tim, yes if you want to install things from external sites you would have to add the required updatesites.
In JBDS 4 we did add "common used" plugins to the extras site incl. mylyn so you should be able to install it from there; just need to choose it under the Help > Install New... UI.
But as Burr says in JBDS 5 we've made effort to make it trivial to install more plugins such as GWT via the Software/update tab in JBoss Central.