Have you registered the GF/SJSAS server domain in NetBeans?
Go to the Runtime explorer and right-click on the Server node, so that you can select the 'Add Server...' item.
Once the domain is registered, the IDE should allow you to create Java EE 5 components.
[If the target server is your GF/SJSAS domain...]
This blog entry has more details and screen shots: http://blogs.sun.com/vkraemer/entry/register_a_java_ee_5
vbk