By changing the transport layer to go over HTTP, are you also changing the port from the default of 3873? And what version of EJB3 are you using?
I'd come across this behaviour a couple weeks ago, before RC9. The relevant bug was: http://jira.jboss.com/jira/browse/EJBTHREE-678
...where previous to RC9, if you specified @RemoteBinding, it defaulted "clientBindUrl", causing the InvokerLocator to use "socket://0.0.0.0:3873" for carrying out the invocation.
Just a guess; stab in the dark. Maybe try specifying @RemoteBinding(clientBindUrl="http://0.0.0.0:8080") (or your HTTP port) if you're not on RC9?
I'm using whatever version of the EJB3 container shipped with jboss 4.0.4.GA. Looking at the date on the cr9 download I guess the version I have is somewhat earlier...
I'll have another go with the @RemoteBinding and let you know how I get on.