I have a similar problem.
I am using MSSQLServer 2000 and am using an identity primary key.
I am getting "Cannot insert explicit value for identity column" on ejbCreate even though I left the column blank.
I can not find out how to tell JBoss how to use the identity column and not try to insert.
Support for different types of key generator (including JDBC3 getGeneratedKeys) has been added to 3.2
I'm afraid there's no pure-CMP solution for 3.0