This works. UserTransaction can invoke setRollbackOnly method. But this method should be of UserTransaction rather than EJBContext.
I tried this, javax.persistence.TransactionRequiredException: EntityManager must be access within a transaction & on the client it said BMT stateful bean 'Process' did not complete user transaction properly status=STATUS_MARKED_ROLLBACK.
But why did it give such error on the server. Should'nt it have given a better exception like, EJBTransactionRolledbackException .Exception etc