public class User implements Serializable {
    private static final long serialVersionUID = 1L;
    @Id
    @GeneratedValue(strategy = GenerationType.IDENTITY)
    @Basic(optional = false)
    @Column(name = "user_id")
    private Integer userId;
    @Basic(optional = false)
    @Column(name = "login")
    private String login;
    @Basic(optional = false)
    @Column(name = "passw")
    private String passw;
    @Basic(optional = false)
    @Column(name = "fam")
    private String fam;
    @Basic(optional = false)
    @Column(name = "im")
    private String im;
    @Basic(optional = false)
    @Column(name = "ot")
    private String ot;
    @Column(name = "phone")
    private String phone;
    @Column(name = "email")
    private String email;
    @OneToMany(cascade = CascadeType.ALL, mappedBy = "user")
    private List<Process> processList;
    @JoinColumn(name = "role_id", referencedColumnName = "role_id")
    @ManyToOne(optional = false)
    private Role role;

        jTable1.removeAll();
        Vector columns = new Vector();
        columns.add("ИД");
        columns.add("Логин");
        columns.add("ФИО");
        columns.add("Телефон");
        columns.add("Эл.почта");
        columns.add("Должность");
        
        Vector dataSource = new Vector();
        for(int i=0;i<userList.size();i++) {
            User user = userList.get(i);
            Vector row = new Vector();
            row.add(user.getUserId());
            row.add(user.getLogin());
            row.add(user.getFam()+" "+user.getIm()+" "+user.getOt());
            row.add(user.getPhone());
            row.add(user.getEmail());
            row.add(user.getRole().getNameRole());
            
            dataSource.add(row);
        }
        DefaultTableModel dTableModel = new DefaultTableModel(dataSource,columns);
        jTable1.setModel(dTableModel);

..........
        jComboBox1.removeAllItems();
        RoleDAO<Role> roleDAO = new RoleDAOImpl();
        List<Role> roles = new ArrayList<Role>();
        roles = roleDAO.getAllRole();
        roleDAO.close();
        for(Role r : roles) {
            jComboBox1.addItem(r);
        }
        jComboBox1.setSelectedIndex(0);
        jComboBox1.addActionListener(new ActionListener() {
            @Override
            public void actionPerformed(ActionEvent e) {
                JComboBox cb = (JComboBox)e.getSource();
                Role str = (Role)cb.getSelectedItem();
                System.out.println("ActionListener: "+str.getRoleId()); //тут я получаю Role и что-нибудь делаю
            }
        });
............

//вот сам Role
public class Role implements Serializable {
    private static final long serialVersionUID = 1L;
    @Id
    @GeneratedValue(strategy = GenerationType.IDENTITY)
    @Basic(optional = false)
    @Column(name = "role_id")
    private Integer roleId;
    @Basic(optional = false)
    @Column(name = "name_role")
    private String nameRole;
    @Column(name = "descr")
    private String descr;
    @OneToMany(cascade = CascadeType.ALL, mappedBy = "role")
    private List<User> userList;
    ...................
    //гетеры и сетеры
    ...................
    @Override
    public String toString() {
        return nameRole;  //тут надо именно так прописать
    }