One of those cases when I think slightly more careful wording of the situation may make the problem a bit more clear.
No client calls a stateless session bean, at least not directly. They interact with 'the guard' as HFE calls it - invoking methods on the reference to either the EJBObject or the EJBLocalObject, depending on whether you have a remote or local client, respectively.
The exception comes up when two clients try to invoke methods on the same EJBObject/EJBLocalObject at the same time. That can only happen in two circumstances:
1 client gives a refererence to the 2nd client.
1 client spawns a 2nd
thread, and both threads try to use the reference.
The distinction is subtle, but important - it just isn't possible for multiple requests to hit the same SLSB instance at the same time. Not only are bean requests serialized by the container, but in the container assigns instances to handle particular method requests on demand - the SLSB instance is not permanently bound to the EJBOBject/EJBLocalObject.