Hibernate version: 2.1.6

Name and version of the database you are using: MySQL

If I have a class User that has a Set of Account objects and one Account has a Set of Stock objects. In order to save a new User I create a User I add 2 Accounts and in each Account I populate it with 10 Stocks each Account. How should I configure hibernate to only make sessios.save(user) ? Is this possible? or should I call session.save(account) and session.save(stock) all the objects in all Sets before saving the User ?

1. What does your database look like?
2. What does your Hibernate mapping look like?

have a look at "cascade" and you'll be able to just save user.
As dplass said consider your database schema and you'll map accordingly