This week's book giveaway is in the OCAJP 8 forum. We're giving away four copies of OCA Java SE 8 Programmer I Study Guide and have Edward Finegan & Robert Liguori on-line! See this thread for details.
Because it isn't a local call. It's a remote one. EJB1.1 has no provision for accessing EJBs in the same container in a local manner. EJB2.0 does. You can treat an EJB in the same container as a local call providing your container supports EJB2.0.