I think you have to use either a boolean member variable, or you have to add a "is cancel requested" check to your SLSB.
If you add a member variable to your SLSB, this means that you have to convert them to Stateful beans, and the client (SSB) has to keep references to all called SLSBs.
If you add "cancel requested" code to the SLSB, the SLSB could check every few seconds/operations e.g. a database table or some service for cancel requests. Your client would add a "cancel" entry to this table/service (with same job ID to cancel, which identifies the SLSB), and the SLSB would read the request.
Hope this helps