No there's no support for EJB3.1 in JBoss AS 5.x. Why not switch to a version (JBoss AS 6.0.0.Final) which provides inbuilt support for it?
Thanx for the answer.
I cannot switch to 6.0.0 becaus I need the TEIID server which is not supporting the 6.0.0 version.
I see that you have asked in the Teiid forum about their plans to support JBoss AS6 http://community.jboss.org/thread/162930?tstart=0. I guess, that's the only option you have - Teiid support for JBoss AS6.