For people like me who had the same problem while trying to get started, and found this post via a google search...
It's a simple configuration problem. You probably forgot to set the hibernate internal session context management in your hibernate.cfg.xml:
Code:
<!-- Enable Hibernate's automatic session context management -->
<property name="current_session_context_class">thread</property>
After I set this it worked for me (and gave me another error, but that's the next problem to solve ;-)
Happy hibernating,
Brendan.