You cannot apply the J2EE/JEE transaction model on pure JMX beans. You have to handle the transaction code yourself (Or call a SLSB from the MBean perhaps that does it for you).
When using EJB3 you may use the JBoss extension for creating MBeans with annotations. In that case __PERHAPS__ EJB3 annotated transaction model works (I think so but haven't tested it myself)
Yeah, with EJB3 transaction demarcation is possible with Service POJO. But I've to use MBean as providing attributes to depending MBean is not possible there.
Actually I want to use both JRMP and transaction demarcation. Service POJO's provide transaction demarcation, but is not providing luxury to provide attributes to depending bean, with traditional MBean the case is vice-versa.
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A simple solution is perhaps to impl. the absolute-non-transactional code in a "NonSupported" EJB3 SLSB and let the MBean call it.