This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
Stateful or stateless is just EJB configuration option. Underlying bean still implements same "javax.ejb.SessionBean" interface. For bean implementing this interface, remove() method is optional and so is annotation.