I would take it that you are using ejb 2.0 or earlier. you should perform a JNDI lookup of your entity bean from your session fascade layer. if your session beans and entity beans are within the same EJB container then you can use your entity beans as local otherwise remote. session fascade pattern minimises your network trips.
If you do no want to use entity beans then use other O-R mapping tools like Hibernate, iBatis, TopLink etc. You should write your database logic in a DAO layer( look at DAO pattern).
Session beans layer calls --> business manager layer calls --> DAO layer (can use Hibernate etc or pure JDBC) calls --> Database