I\'m following the JEE7 first cup directions for EJB:
Before you can create applications based on the archetypes, you must first install the archetypes
Here is what I figured. Throwing it here as additional info.
The archtypes are not available in the glassfish install that comes packaged with Netbeans 8.0.1. I downloaded Java EE SDK update 1 from http://www.oracle.com/technetwork/java/javaee/downloads/index.html.
Once the downloaded .zip is extracted, the java_ee_sdk-7u1\glassfish4\docs\firstcup\example folder contains the archtypes.