Thanks for the tips!
Support for DB generated keys will be added in JBoss-4.X.
Current CVS HEAD version (that is JBoss-4.0.0alpha) supports unknown primary keys. The keys are generated not by DB but by key generators. There is only UUID key generator for now.
When will JBoss-4.0.0alpha be released?
This will be back ported to 3.2 as 4.0 is a ways off.