After comment-based talk :P, it seems that there's no problem actually. The key thing was to understand that some component's dependencies (like database) are just its real implementation dependencies and are not part of its interface. And mocking is about providing alternative implementation, to just satisfy a need for interaction.
In general, as you mentioned, all stuff you depend on in backend need to be mocked (or doubled in general) when unit testing, no matter what this stuff really is. If you depend on some external endpoint, you have to mock it. If you depend on RDBMS, you can mock it too, but probably better test double here would be fake instead of mock, so you can use some in-memory database (like HSQL or H2), assuming you're not using vendor-specific, native SQL in your code. In fact, you're still providing some own, usually simplified implementation of some interfaces, but nowadays you use mocking framework for this. Some time ago, developers write own, hand-crafted mock classes. Even today, it's sometimes really good idea to made own mock without help of mocking framework. Personally I encounter such special situation where this approach fits pretty well.
By the way, two more things. If you consider doing some integration testing as well, Spring WS since 2.0 version provides module spring-ws-test
that supports this pretty well by providing really fluent API. For more info look at Spring WS docs, if you're interested. Second thing, if you're just starting with mocking in general, also consider using Mockito. In my opinion, it's really good as well. To be honest, EasyMock is my personal default choice for mocking lib, but I found Mockito similarly easy and powerful. As far as I know, it's prefered by many developers as well and nowadays it's probably more sexy :P.