I've three tables AppUser, AppRole and AppUserRole. The first two are entities but since all roles are being assigned to AppUser entity I want to avoid creating an entity for the third table. The AppUserRole table has the following structure
id->int
AppUser_id->FK_To_AppUser
App_Role_id->FK_To_AppRole

Is it possible to have some kind of set in AppUser entity? I tried to map my AppUser entity as follow

<class name="AppUser" table="AppUser" >
<id name="id" type="integer">
<column name="id" />
<generator class="native" />
</id>
<property name="login" type="string">
<column name="Login" length="10" not-null="true" />
</property>
<property name="firstName" type="string">
<column name="FirstName" length="20" />
</property>
<property name="lastName" type="string">
<column name="LastName" length="20" />
</property>

<set name="rolesSet" lazy="false" table="AppUserRole">
<key column="AppUser_id"/>
<one-to-many class="AppRole"/>
</set>

</class>

Unfortunatelly without success :(

change your one-to-many to
many-to-many and do the same with the other AppRole if you want bi-directional association.