Hi,
I agree with both YES and NO

I am not sure SSO is an out of the box option. but 'supports' ? yes it supports.
Look at so many products that have implemented SSO, oracle JSSO for example and identity management.
It seems that SSO is not a requirement for
JEE compatible application server. But easy to implement using Krb5LoginModule.
SAML facilitates SSO for web services. SSO's Kerberos tokens are a bit different from SAML tokens.
Regards
Farbod
P.S. I was thinking to myself if I were supposed to go to heaven or hell based on this answer, which one I would choose. I think I would linger there forever!
[ May 07, 2008: Message edited by: Farbod H Foomany ]