Soni,
EJB container is managing the lifecycle of an ejb i.e. container is responsible for creation and removal of EJBS. Almost all type of ejbs are pooled. Untill a system exception occurs or remove is called (in case of SFSB), container is keeping a designated set of beans in the pools, increasing during peak loads and decreasing them during off-peak loads
So It doesn't make a sense to have Finalize method in EJBs.
I hope this helps.
Raju