Since MyEclipse doesn’t natively support EJB3 (yet), you need to include the EJB3 libs in your project - I’m using JBoss, so I’ve got the JBoss EJB libs. There’s great post in the MyEclipse forums on getting it set up. I added a few posts over there on which libs I needed - but here’s my screenshot for reference. (Technically you only need Eclipse, but I use MyEclipse and think it’s worth the little bit of cash.)

And to use MySQL for the tutorial:

@GeneratedValue(strategy = GenerationType.AUTO)
and remove the @SequenceGenerator annotation - that worked for me.

Here’s another great EJB3 tutorial.