Answering your question in the subject line-
Which version of JBoss are you using? Can you post the exception stacktrace if you are seeing any? If you are using 4.0.4 then you can find the class javax.ejb.EJBNoSuchObjectException in jboss-ejb3x.jar which will be inside %JBOSS_HOME%\server\< serverName>\deploy\ejb3.deployer folder.
Starting JBoss-4.2.0, that exception no longer exists and instead javax.ejb.NoSuchEJBException is thrown.