<?xml version="1.0" encoding="utf-8" ?>
<hibernate-mapping xmlns="urn:nhibernate-mapping-2.2" >
<class name="StaticData.Product, StaticDataLibrary" table="tbl_EspadaProduct" lazy="false">
<id name="Id" column="Id" type="string">
<generator class="assigned" />
</id>
<property name="MarketId" column="MarketIdFk" />
<property name="DisplayName" column="DisplayName" />
<property name="SubMarket" column="SubMarket" />
<bag name="OrderTypes" table="tbl_EspadaSyntheticProductTypeLnk" lazy="false" >
<key column="Type" property-ref="SubMarket"/>
<many-to-many class="StaticData.OrderType, StaticDataLibrary" column="ProductType" lazy="false"></many-to-many>
</bag>

</class>
</hibernate-mapping>

which causes a collection is not associated with any session.
However changing property-ref to foreign-key prevent the error, but generates the wrong sql. Id is used as the parameter rather than SubMarket.

Thanks
Rakesh