Hi,
I assume you use the Eclipse Web Tools Platform plugin (bundled in the download "Eclipse for JavaEE developers")?
If yes: it seems they made major changes in Eclipse 3.6, because previously it worked different ;-).
The build path should look like this:
http://community.jboss.org/servlet/JiveServlet/downloadImage/2-568230-10522/450-362/webreferences.png
If this one part is missing: open the file "WebContent\META-INF\Manifest.mf" and add this line:
Manifest-Version: 1.0
Class-Path: MYFrostEJB.jar
Hope this helps
Wolfgang