This give you installation instructions to download and install ejb on an already running (4.0.x) server without an ejb deployer. That is exactly what I was looking for.
But there is ofcourse one problem. I am not familiar with commands on linux and this does not tell how to extract the zip archive you download. How do I extract the archive on a linux configuration?
If it is actually a zip file I would use the command 'unzip' to unzip the archive.