Código:
 
try {
			DAOFactory daoFactory = DAOFactory.getInstance();
			DAO<Cliente, Integer> userDAO = daoFactory.getDAO("Bailarinas.dao.UserDAO");
			Cliente usuario = new Cliente();
			System.out.println("Ingrese el nombre");
			usuario.setNombres(in.next());
			
			System.out.println("Ingrese los apellidos");
			usuario.setApellidos(in.next());
			
			System.out.println("Ingrese la cedula");
			usuario.setCedula(in.next());
			
			System.out.println("Ingrese el email");
			usuario.setEmail(in.next());
			
			System.out.println("Ingrese el telefono");
			usuario.setTelefono(in.next());
			
			//Campo de ingresos
			Ingreso ingreso = new Ingreso();
			List<Ingreso> in = new ArrayList<Ingreso>();
			ingreso.setAnio(201);
			ingreso.setMes(0);
			ingreso.setDia(82);
			in.add(ingreso);
			
			usuario.setIngresos(in);
			
			userDAO.insert(usuario);
		} catch (SystemException e) {
			System.out.println(e.getMessage());
		}
  El metodo insert funciona bien , lo dejo para que miren aun asi  
Código:
 
	public void insert(Entidad entidad) {
		factory = Persistence.createEntityManagerFactory("Bailarinas");
		entityManager = factory.createEntityManager();
		transaction = entityManager.getTransaction();
		transaction.begin();
		entityManager.persist(entidad);
		transaction.commit();
		entityManager.close();
	}
  Necesito ayuda con esto:
			List<Ingreso> in = new ArrayList<Ingreso>(); 
Le puse la llave foranea a un campo de la tabla Cliente , y ese campo tiene la tabla Ingreso , el problema es que no se como o que tipo debe ser para meterlo a la lista. 
El error que me bota es este (Compilador ECLIPSE): 
 Cita:  
[EL Info]: 2011-11-01 23:29:43.551--ServerSession(13419912)--EclipseLink, version: Eclipse Persistence Services - 1.1.1.v20090430-r4097
[EL Info]: 2011-11-01 23:29:45.451--ServerSession(13419912)--file:/G:/Base%20de%20datos/workspace/Bailarinas/build/classes/-Bailarinas login successful
Exception in thread "main" javax.persistence.RollbackException: java.lang.IllegalStateException: During synchronization a new object was found through a relationship that was not marked cascade PERSIST: Bailarinas.entity.Ingreso@530cf2.
	at org.eclipse.persistence.internal.jpa.transaction.E  ntityTransactionImpl.commitInternal(EntityTransact  ionImpl.java:102)
	at org.eclipse.persistence.internal.jpa.transaction.E  ntityTransactionImpl.commit(EntityTransactionImpl.  java:63)
	at Bailarinas.dao.DAO.insert(DAO.java:23)
	at Bailarinas.test.Main.main(Main.java:53)
Caused by: java.lang.IllegalStateException: During synchronization a new object was found through a relationship that was not marked cascade PERSIST: Bailarinas.entity.Ingreso@530cf2.
	at org.eclipse.persistence.internal.sessions.UnitOfWo  rkImpl.discoverAndPersistUnregisteredNewObjects(Un  itOfWorkImpl.java:4015)
	at org.eclipse.persistence.mappings.CollectionMapping  .cascadeDiscoverAndPersistUnregisteredNewObjects(C  ollectionMapping.java:324)
	at org.eclipse.persistence.internal.descriptors.Objec  tBuilder.cascadeDiscoverAndPersistUnregisteredNewO  bjects(ObjectBuilder.java:1511)
	at org.eclipse.persistence.internal.sessions.UnitOfWo  rkImpl.discoverAndPersistUnregisteredNewObjects(Un  itOfWorkImpl.java:4018)
	at org.eclipse.persistence.internal.sessions.Repeatab  leWriteUnitOfWork.discoverUnregisteredNewObjects(R  epeatableWriteUnitOfWork.java:182)
	at org.eclipse.persistence.internal.sessions.UnitOfWo  rkImpl.calculateChanges(UnitOfWorkImpl.java:628)
	at org.eclipse.persistence.internal.sessions.UnitOfWo  rkImpl.commitToDatabaseWithChangeSet(UnitOfWorkImp  l.java:1386)
	at org.eclipse.persistence.internal.sessions.Repeatab  leWriteUnitOfWork.commitRootUnitOfWork(RepeatableW  riteUnitOfWork.java:160)
	at org.eclipse.persistence.internal.sessions.UnitOfWo  rkImpl.commitAndResume(UnitOfWorkImpl.java:1059)
	at org.eclipse.persistence.internal.jpa.transaction.E  ntityTransactionImpl.commitInternal(EntityTransact  ionImpl.java:84)
	... 3 more
[EL Warning]: 2011-11-01 23:29:45.955--UnitOfWork(20003078)--java.lang.IllegalStateException: During synchronization a new object was found through a relationship that was not marked cascade PERSIST: Bailarinas.entity.Ingreso@530cf2.
 
    PD: Si es necesario subo el proyecto y gracias por adelantado.