Found it!
During my tests I created a new Entity Class with the Wizard (Nw Entity Classes from Database...). Due the fact that my database connection does not work at that time, I had to enter values for the Database connection. This created a sun-resources.xml file inside the Setup directory which was executed every time I deployed my application.
I am not sure if this is intended behaviour of Netbeans, but I don't like it. If a JDBC Resource is already specified it should not be overwritten from the IDE deployment with some magically created resource files.
But nevertheless, I eventually solved my problem now. Thank you for being patient.
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http://forums.java.net/jive/thread.jspa?messageID=381862