Thank you for such an effort to write such a complete and precise reply and although it was quite perfect it arose some questions which i will appreciate if you let me know or at least give me references to read about'em more by myself.
meanwhile, I'll try to address your ambiguities and explain the case clearly. Besides, I suggest you read my other reply to nima for more clarity.

suppose this is a program for a workshop where personnel (2nd Table) do some operations (3rd Table) with some machines (1st Table) and you need to have a work report (4th Table) which contains all the other 3 PKs as FKs plus some additional information like date and duration and .....
Here it seems like we have 3 parents and one child (pls. explain as you introduced them as child tables) and I'm using EJB(CMP) plus ValueObjects and a session  bean facade.
after all, i guess your second answer is closer to the solution but i think the list of business entities would not be that important to insert  a rec. in the 4th table. and give me good Ref.s for coarse-grained beans (composite entity pattern).