If you want the Stateless Session Bean's methods to run inside the transaction started by the MDB,
you should use "Required" as a <trans-attribute>.
For example, if inside onMessage() you are calling a session bean named ProcessSession, inside the deployment descriptor for this session bean you should have:
<container-transaction>
<method>
<ejb-name>ProcessSession</ejb-name>
<method-name>methodName or '*' for all methods</method-name>
</method>
<trans-attribute>Required</trans-attribute>
</container-transaction>
Inside Ed Roman's "Mastering
EJB 2nd edition" you can find a pretty detailed explanation about Container Managed Transaction.
cheers
