Session sess = factory.openSession();
Transaction tx = null;
try {
    tx = sess.beginTransaction();

    // do some work
    ...

    tx.commit();
}
catch (RuntimeException e) {
    if (tx != null) tx.rollback();
    throw e; // or display error message
}
finally {
    sess.close();
}

Although the Hibernate reference documentation states that the use of transactions is optional, I found that (at least through Version 2.1.1, with the HSQLDB database) any changes I made outside the context of a Hibernate transaction would disappear when the application ended. Analyzing the SQL emitted by Hibernate revealed that even though I didn't request a transaction, auto-commit was being turned off, so my changes were getting rolled back when the application ended. So for now it's always necessary to use explicit transactions in your code, a good habit in any case.