The java:comp context is by spec definition component local. You cannot bind into it and have that shared by other components. You need to bind into another context.
Thanks for Scott for his answer.
I'm also wondering if JBoss Cache is something that I have to look into in order to implement a cache of POJOs (Plain Old Java Objects), that is a cache of objects to share among session beans ?
I plan to run in a cluster. Is JNDI enough to store (in memory) a cache of POJOs or should I try to use JBoss Cache ?
Yes, it sounds like JBossCache is what you should be looking at.