To fill the existing gap between agent-oriented methodologies and multi-agent system infrastructures, in the MEnSA project we studied how to build a new methodology that takes into consideration the infrastructures' features. Our aim was not to create a new-brand methodology, so we reused "fragments" of existing methodologies by composing them through the Situational Method Engineering (SME) approach. In this paper we present our approach, the work we have done to compose the new methodology, briefly the resulting methodology, and some lessons learned.