Stateless beans are not allowed to have state from the client, hence the name.
You will have to pass it as a parameter.
But if I have hundreds of objects with many methods, in each I must pass reference on my stateful bean, but this is not good. We do not pass transaction context to each method, the server has mechanism for it (by the way, in IIOP protocol implementation transaction and security contexts are not passed, we have implemented it). Of course I can create interceptor for my client session's pass from client to server implicitly. My question was if there are any ways to store client session in server. Haven't it been needed by anyone so far? :-)