Without annotations or descriptors there is no way for any app server to differenciate between an EJB or a regular java class. You provide the rules to EJB container to manage your EJB's using annotations or xml descriptors.
Sorry my bad... I misread the question and thought Kanchan wanted to write a complete EJB 3.0 application without using annotation, deployment descriptor or any other kind of xml. Yes Jeanne you are correct you could still do everything via a deployment descriptor and other .xml files for entities. Annotations are not mandatory.