I meet the same problem like yours.
Just to make sure - you've installed the JBoss SOA Tools on top of JBoss Developer Studio 5?
After installing the SOA Tooling, if I go to JBDS->Preferences->JBoss Tools->JBoss ESB Runtimes, I can configure a 4.11 runtime.
Yeah, that was the problem in fact, I forgot to update here that I already solved that issue because I'm still unable to run the JBoss ESB Project Examples (even the HelloWorld project). I don't know why it seems to difficult to configure the JDBS to run ESB Projects, if I deploy a project with "ant deploy" from within the quickstarts directory, the project runs without problems :S