The installation instructions state, "EJB 3.0 RC6 already comes with JBoss 4.0.4CR2. RC6 has been tested with 4.0.3SP1 only. Not thoroughly either, so your best bet is to upgrade to 4.0.4CR2."
However if you download jboss-4.0.4.CR2.zip, EJB 3.0 is not there.
only the .jar (installer) distro contains ejb3 previews.
You can actually try 4.0.4.GA now :)