Shahid, The JSPs, Controller and Service Locator would all be in the Web (aka presentation) tier. The Stateless Session bean would be in the EJB (aka business logic/service) tier. Stateless Session beans typically serve as facades to the EJB tier. They expose business services.
You are correct. Specifically, the BD/SL would be in the client tier in this case since they would physically reside on the client machine. If you have both a web client and a non-web client, then you will have two SLs (one in the web tier and one in the client tier).