When one creates a new EJB project it must select a JEE server from a pre-defined EJB servers list. OpenEJB doesn't show at that list. Moreover, there is no option to configure a generic server.
1) There should be a configuration for OpenEJB.
2) It would be more interesting if a generic server could be configured.
3) If 1 or 2 would be too hard to implement, at least a how to how to configure another server by directly editing netbeans files would be a good workaround.
What server do you run against? I do not think that OpenEJB container itself would be enough for the IDE.