Whether or not a driver can support transactions is partly down to what's been implemented in the driver and what the DB can support. For example MyISAM tables in MySQL are non-transactional. I'd look for a different JDBC driver if you believe the DB you are using can support transactions.
I think I may be able to do it with Last Participant Support. Does anyone know how to configure this in WSAD? A document I have says it is in the Extended Services tab of the Application Deployment descriptor tab but I did not see it.