Taken from: http://www.oracle.com/technetwork/articles/javaee/injection-141192.html
Keep in mind that a Java EE 5 platform container can handle the injections transparently only when they are used on container-managed components, such as EJB beans, Servlets, and JavaServer Pages (JSP) technology tag handlers.
onjava has an article: http://onjava.com/pub/a/onjava/2006/01/04/dependency-injection-java-ee-5.html
It presents a readable table of which managed-components (per container) that support injection of what type of resources.