MDB are similar to stateless session beans. It will not maintain any session with clients..
Ex were MDB will used used: The MDB will pick messages asynchronously from the Queue and if you want you can do some business logics and send the message to another Queue or database. If you configured your MDB for some 50 instances then 50 messages were picked from the Queue and it will process simultaneously.
If you have any message dependency then don�t go for MDB
I guess you didn�t get anything. That�s the reason Christopher assist you to read the tutorial.. It�s better to come from basic understanding.
Any fool can write code that a computer can understand. Good programmers write code that humans can understand....
Deepak, Since you seem to be new to EJB, it would be better if grab a book like "EJB 3.0 in Action" to understand these concepts. It won't be possible to describe these concepts in a few lines to a newbie.
The reason I posted the link is because you are asking for a topic which is too long to discuss. I think it would be better to read the article first, or buy a book like EJB3 In Action, and know the basics by yourself.