I am not using distributed transactions.Well my problem is solved.
http://publib7b.boulder.ibm.com/wasinfo1/en/info/aes/ae/rjta_useltran.html I am using local transactions .I set transaction attribute of onMessage() method as NotSupported and add foloowing entries in ibm-ejb-jar-ext.xmi
<structure xmi:id="BeanStructure_1" inheritenceRoot="false"/>
<localTransaction xmi:id="LocalTransaction_1" resolver="ContainerAtBoundary" unresolvedAction="Rollback"/>
as I read from the link above.