Three possible options (pick one):
1) Install on another system and copy the jboss_home directory over to your FC5 system (I've done this a few times, works fine)
2) Download the zip file instead, and unzip it. (This is what I usually do, but this option doesn't contain the EJB3 bits.)
3) Download the source tar.gz file and build it. If you build it with JDK 5.0, you will get the standard installation and the EJB3 bits (JBoss 4.0.4 and higher).