Here is the answer (from firstname.lastname@example.org) to similar question in February.
Original: ( http://www.jboss.org/index.html?module=bb&op=viewtopic&t=60347 )
Currently this is not possible, we only support one database per ejb3 archive.
We do not yet support XML descriptors, as they have not been defined by the EG yet, so you can't use the same ejb3 entity class as two different beans as you could in EJB 2. Once the XML descriptors are working this should not be a problem anymore.
An EntityManager is a set of classes that map to one particular database. YOu can not have relationships that span EntityManagers. Sorry...