No Concurrent Calls on Stateful Beans

I have some stateful beans that do a large amount of processing and I want to be able to cancel the processing by setting a cancel flag. The problem is that if I call the "cancel" method on the bean while it is processing, I get an error saying no concurrent calls on stateful beans. I could set up a JMS topic that the bean listens to and periodically checks for cancelling, but that requires the topic to already be setup and reduces the flexibility of the bean. Is there another way to set the flag in this bean without getting this exception? Also, as a follow up question, if this bean stores a variable that represents the cancel flag, does that also mean it must be stateful since that variable must be remembered?

Thanks,
Jeff