Hi SamyV,
I think the answer for your question is on page 499 of HF EJB.
CMT session bean methods ejbCreate(), ejbRemove(), ejbActivate() and ejbPassivate() run in an "unspecified transaction context".
In other words, the create and remove methods os session bean are not considered part of client's transaction and activate and passivate will never be called if the session bean is in a trasaction.
Remember it is true for CMT session beans.
I hope this helps you.
Vagner