import java.util.Set;
public class TestA implements java.io.Serializable {
    private int a_id;
    private String testa;
    private Set b;

    public TestA() {
    }
    public int getA_id()  {
        return this.a_id;
    }
    public void setA_id(int a_id)  {
        this.a_id = a_id;
    }
    public String getTesta() {
        return this.testa;
    }
    public void setTesta(String testa) {
        this.testa = testa;
    }
    public Set getB() {
        return this.b;
    }
    public void setB(Set b) {
        this.b = b;
    }
}

public class TestB implements java.io.Serializable {
    private int b_id;
    private int ref_a;
    private String testb;
    public TestB() {
    }
    public int getB_id()  {
        return this.b_id;
    }
    public void setB_id(int b_id)  {
        this.b_id = b_id;
    }
    public int getRef_a() {
        return this.ref_a;
    }
    public void setRef_a(int ref_a) {
        this.ref_a = ref_a;
    }
    public String getTestb() {
        return this.testb;
    }
    public void setTestb(String testb) {
        this.testb = testb;
    }
    public String toString() {
        return b_id + ": " + testb;
    }
    public boolean equals(Object o) {
        if (!(o instanceof TestB))
            return false;
        if ((b_id == ((TestB)o).getB_id()) && (ref_a == ((TestB)o).getRef_a()))
            return true;
        else return false;
    }
}

<hibernate-mapping >
    <class name="TestA" table="testa" node="testa">
        <id name="a_id" type="int" unsaved-value="any" column="a_id" node="@a_id"/>
        <property name="testa" column="testa" node="testa"/>
        <set name="b" node="testb" embed-xml="true">
            <key column="ref_a"/>
            <one-to-many class="TestB"/>
        </set>
    </class>
</hibernate-mapping>

<hibernate-mapping>
    <class name="TestB" table="testb">
        <composite-id>
            <key-property name="b_id" type="int" column="b_id"/>
            <key-property name="ref_a" column="ref_a"/>
        </composite-id>
        <property name="testb" column="testb" node="testb"/>
    </class>
</hibernate-mapping>

import org.hibernate.cfg.Configuration;
import org.hibernate.*;
import org.dom4j.*;
import org.dom4j.io.*;
import java.util.*;

public class Main {
    public Main() {
    }
    public static void main(String[] args) {
        Configuration cfg = new Configuration()
            .addClass(TestA.class)
            .addClass(TestB.class);
        SessionFactory factory = cfg.buildSessionFactory();
        Session session4 = factory.openSession().getSession(EntityMode.DOM4J);

        Document doc = DocumentHelper.createDocument();
        Element root = doc.addElement("testa");

        Query query = session4.createQuery("from TestA as a");
        for (Iterator it = query.iterate(); it.hasNext();) {
            Element e = (Element) it.next();
            root.add(e);
            //TestA t = (TestA) it.next();
            //System.out.println(t.getA_id()+t.getB().toString());
        }
    }   
}

Exception in thread "main" java.lang.ClassCastException: org.dom4j.tree.DefaultElement
    at org.hibernate.type.ComponentType.toLoggableString(ComponentType.java:279)
    at org.hibernate.pretty.MessageHelper.infoString(MessageHelper.java:68)
    at org.hibernate.engine.EntityKey.toString(EntityKey.java:77)
    at java.lang.String.valueOf(String.java:2577)
    at java.lang.StringBuffer.append(StringBuffer.java:220)
    at org.hibernate.util.StringHelper.toString(StringHelper.java:168)
    at org.hibernate.loader.Loader.getRow(Loader.java:762)
    at org.hibernate.loader.Loader.getRowFromResultSet(Loader.java:295)
    at org.hibernate.loader.Loader.doQuery(Loader.java:389)
    at org.hibernate.loader.Loader.doQueryAndInitializeNonLazyCollections(Loader.java:208)
    at org.hibernate.loader.Loader.loadCollection(Loader.java:1367)
    at org.hibernate.loader.collection.OneToManyLoader.initialize(OneToManyLoader.java:107)
    at org.hibernate.persister.collection.AbstractCollectionPersister.initialize(AbstractCollectionPersister.java:488)
    at org.hibernate.event.def.DefaultInitializeCollectionEventListener.onInitializeCollection(DefaultInitializeCollectionEventListener.java:60)
    at org.hibernate.impl.SessionImpl.initializeCollection(SessionImpl.java:1356)
    at org.hibernate.type.CollectionType.getCollection(CollectionType.java:470)
    at org.hibernate.type.CollectionType.resolveKey(CollectionType.java:328)
    at org.hibernate.type.CollectionType.resolve(CollectionType.java:322)
    at org.hibernate.engine.TwoPhaseLoad.initializeEntity(TwoPhaseLoad.java:105)
    at org.hibernate.loader.Loader.initializeEntitiesAndCollections(Loader.java:494)
    at org.hibernate.loader.Loader.doQuery(Loader.java:413)
    at org.hibernate.loader.Loader.doQueryAndInitializeNonLazyCollections(Loader.java:208)
    at org.hibernate.loader.Loader.loadEntity(Loader.java:1278)
    at org.hibernate.loader.entity.EntityLoader.load(EntityLoader.java:141)
    at org.hibernate.loader.entity.EntityLoader.load(EntityLoader.java:126)
    at org.hibernate.persister.entity.BasicEntityPersister.load(BasicEntityPersister.java:2491)
    at org.hibernate.event.def.DefaultLoadEventListener.loadFromDatasource(DefaultLoadEventListener.java:386)
    at org.hibernate.event.def.DefaultLoadEventListener.doLoad(DefaultLoadEventListener.java:367)
    at org.hibernate.event.def.DefaultLoadEventListener.load(DefaultLoadEventListener.java:166)
    at org.hibernate.event.def.DefaultLoadEventListener.load(DefaultLoadEventListener.java:140)
    at org.hibernate.event.def.DefaultLoadEventListener.onLoad(DefaultLoadEventListener.java:119)
    at org.hibernate.impl.SessionImpl.immediateLoad(SessionImpl.java:593)
    at org.hibernate.proxy.AbstractLazyInitializer.initialize(AbstractLazyInitializer.java:59)
    at org.hibernate.proxy.AbstractLazyInitializer.getImplementation(AbstractLazyInitializer.java:80)
    at org.hibernate.proxy.Dom4jLazyInitializer.getElement(Dom4jLazyInitializer.java:21)
    at org.hibernate.proxy.Dom4jProxy.target(Dom4jProxy.java:561)
    at org.hibernate.proxy.Dom4jProxy.getParent(Dom4jProxy.java:177)
    at org.dom4j.tree.AbstractElement.addNode(AbstractElement.java:2130)
    at org.dom4j.tree.AbstractElement.add(AbstractElement.java:1412)
    at Main.main(Main.java:27)