Following is text form core specification. I hope this will clear your doubt.
An enterprise bean with bean-managed transaction demarcation must not use the getRollbackOnly and setRollbackOnly methods of the EJBContext interface. An enterprise bean with bean-managed transaction demarcation has no need to use these methods, because of the following reasons: �An enterprise bean with bean-managed transaction demarcation can obtain the status of a transaction by using the getStatus method of the javax.transaction.User-Transaction interface. � An enterprise bean with bean-managed transaction demarcation can rollback a transaction using the rollback method of the javax.transaction.UserTransaction interface.
The container must throw the java.lang.IllegalStateException if an instance of a bean with bean-managed transaction demarcation attempts to invoke the setRollbackOnly or getRollbackOnly method of the javax.ejb.EJBContext interface.
An enterprise bean with container-managed transaction demarcation can use the setRollbackOnly method of its EJBContext object to mark the transaction such that the transaction can never commit. Typically, an enterprise bean marks a transaction for rollback to protect data integrity before throwing an application exception, if the application exception class has not been specified to automatically cause the container to rollback the transaction.
For example, an AccountTransfer bean which debits one account and credits another account could mark a transaction for rollback if it successfully performs the debit operation, but encounters a failure during the credit operation.