hibernate-annotations.jar only pertains to hibernate annotations and the overlap with EJB3 entities.
Based on the JBoss EJB3 download, I am assuming the EJB3 annotations are in jboss-annotations-ejb3.jar.
I was under the impression that JBoss 4.0.3 came with EJB3 preinstalled. However, it doesn't appear that jboss-annotations-ejb3.jar is packaged with 4.0.3.
Scratch jboss-annotations-ejb3.jar, thats too obvious. :-)
Looks like they are in jboss-ejb3x.jar