Are you using spring? These pages may assist:
http://cxf.apache.org/docs/jaxrs-services-configuration.html
http://cxf.apache.org/docs/standalone-http-transport.html
The code below should set up an embedded jetty engine with session support.
When you create your jaxrs service on the same port it should start the
engine:
JettyHTTPServerEngineFactory engineFactory = new
JettyHTTPServerEngineFactory();
JettyHTTPServerEngine jettyHTTPServerEngine =
engineFactory.createJettyHTTPServerEngine("localhost", 9000, "http");
jettyHTTPServerEngine.setSessionSupport(true);
JAXRSServerFactoryBean sf = new JAXRSServerFactoryBean();
...
sf.setAddress("http://localhost:9000/");
Server server = sf.create();
Cheers
Andrew