Kaloyan Raev has written a couple of great blog posts at the
eclipse.org site.
The first is "Lightweight EJB container in Eclipse" and shows how to
combine the Eclipse IDE for Java EE Developers with OpenEJB using the
OpenEJB Eclipse plugin being developed by Jonathan Gallimore.
http://dev.eclipse.org/blogs/raev/2008/08/01/lightweight-ejb-container-in-eclipse/
The second is "An easy way to unit test your EJBs" and shows how to
setup OpenEJB for embedded testing inside Eclipse without any special
plugins at all.
http://dev.eclipse.org/blogs/raev/2008/08/09/an-easy-way-to-unit-test-your-ejbs/
If you like either of the docs, feel encouraged to leave some positive
comments on his blog!
Enjoy!
-David