In the head first book a stateful session bean in the ejbCreate method says the following can happen.
get a reference to a home get a reference to your ejboject get security information about a client
It says you can't for a transaction rollback or find out if a transaction has already been rolled back.
I tried a transaction rollback and find out whether a transaction has been rolled back in ejbCreate using Oracle 10g developer using Orion as the container and it worked out. (The same happened in ejbRemove)