There's no such ConcurrencyAttribute class in EJB3.1. Did you mean javax.ejb.ConcurrencyManagement? All the javax.ejb.* API classes are in jboss-ejb-api_3.1_spec.jar which is in JBOSS_HOME/common/lib and JBOSS_HOME/client.
P.S: I would recommend using the latest JBoss AS 6.0.0.M4.
I was using this article: http://www.theserverside.com/news/1363656/New-Features-in-EJB-31 as the guide for the new EJB3.1 features. In particular, their examples of Singleton EJBs wth custom concurrency management. I guess the specification was changed after the article came out? I should read the spec instead, I guess.
Anyway, thanks for the information,