can you put a link to the tutorial. I think it would be interesting for me and others to know about it.
Also, tell us your environment. Is it Tomcat?
It seems like the tutorial you downloaded failed to include a jar containing the missing class (or it was expecting you to run it in a Application server like Jboss or Glassfish instead of Tomcat).
I think if you got the ejb jar from somewhere, and added it to your eclipse library path, it would resolve this. ( or if you already have an application server configured in eclipse, the tutorial is missing a setting pointing out the library, you would need to add the location of that missing jar to your eclipse library setting )