I'm having the same problem, but it doesn't seem to be a JDBC driver problem.
I created a small test app using the JDBC driver directly and it seems to rollback correctly.
So I don't know what the problem is yet for me. But make sure you are using a database engine with MySQL that supports txns; e.g. innodb.
[Message sent by forum member 'timlambert123' (timlambert123)]
http://forums.java.net/jive/thread.jspa?messageID=244936