I am working on the exact same thing right now (but in JBoss). I think you have to bind your session bean to the global namespace also. java:/comp is a "per component" namespace and would require some kind of ejb-ref arrangement to make the lookup succeed.
I haven't had time to try it yet, but I'm fairly certain my name lookup will work when I give the name that is bound to the global namespace. I have something like isg/ejb/MySession as my global name.
Let me know if this works for you. If I get a chance to try it out and it works, I'll also let you know.