If you would like to use internal transitions in UML State Machines with Enterprise Architect, you can simply model a “normal” reflexive transition from and to the same state.
To define this as an internal transition you can simply open the properties window of the transition and change the “kind” attribute in the Advanced section to internal.
Since version 10 of Enterprise Architect, the graphical notation is like the UML specification suggests.
As a workaround for older EA version you may also write the internal transition instead of (entry, do, exit). However, using transition with kind = internal is the UML conform way to do this.