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JavaAgent - OpenEJB uses OpenJPA to provide JPA and CMP persistence, and OpenJPA currently requires a JavaAgent to function properly in a Java 1.5 environment. OpenJPA does not require a JavaAgent in Java 1.6. Use Hibernate as your the provider in your persistence.xml files if you wish to avoid this requirement.
EntityManager - Having an OpenEJB created EntityManager or EntityManagerFactory injected into Spring beans is currently not supported. This will be added to the next release. A small workaround for this is to use an EJB as a factory by adding a 'getEntityManager' method an using it as a Spring instance factory method.