Agreed with Christophe,
"HFEJB says in session beans ejbCreate,ejbActivate,ejbPassivate and ejbRemove doesn't not run in transaction context."
This is right when the stateful session bean is running under CMT.
"that we can access database and get another beans method in ejbCreate,ejbActivate,ejbPassivate and ejbRemove methods."
This is when the stateful session bean running under BMT.