The annotation is @Stateless, not @stateless. Are you sure you're specifying is correctly?
You can find it in the JavaEE API:
http://java.sun.com/javaee/6/docs/api/ as javax.ejb.Stateless (in the Packages frame, select javax.ejb, then in the Classes frame, scroll down to Annotation Types).
As far as the Jar, you can just examine the Jar files to see which one contains it. I'm using JBoss, and did a quick search and found it in the JBOSS_HOME/client/jboss-javaee.jar Jar file.
You should be able to do something similar with your application server.
Regards,