Unfortunately, since projects can be set up many different ways in both environments there isn’t a set of specific steps. What I’d first suggest is that you become familiar with the way that MyEclipse sets up servers and projects by looking at the following tutorials from the website:
Using Application Servers
Working with Web Projects
EJB Development
Enterprise Application Projects
Once you’ve done that you should have a good understanding about how MyEclipse sets up projects and you’ll be able to tell if you need just a web project or a more complex enterprise application setup for your project. Once you’ve started to lay out a path, please be sure to ask us any specific questions you need to if you’re unsure about which way to go. We’re here to help.