It's hard to guess what you installed, except myEclipse (don't need that)
Then pick JBoss server and configure it for your downloaded JBoss.
im not getting the link ->server, where it is located?
After selecting file->new->other, there should be a folder named Server, and under that, just one element, Server.
If you do not see the Server folder, then you do not have webtools installed. You can either go download webtools from the eclipse site, or just ditch your myeclipse installation in favor of the 'real' jboss ide. At least that's my reccomendation ;)
Install Exadel Studio 4.0.0...its freeware.
Then u will get this option...