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Critically speaking, forcing more than one classloader on an application is where J2EE "jumps the shark" for a large majority of people's needs.
Example with Tomcat
If If you want to try to work with Servlets/JSP and OpenEJB using Tomcat, please click heresee the setup page and the "/webapps/ejb-examples" section of the openejb-examples.zip available on the download page.