Finally I got the answer.
I have to import 2 jar in my client project.
com.ibm.ws.admin.client_6.1.0.jar
com.ibm.ws.webservices.thinclient_6.1.0.jar
both of the jar are under Websphere runtimes directory.
Also below sentence in client class should be changed.
To
I got the output:
[3/16/10 21:48:09:125 CST] 00000013 SystemOut O invoke HelloEJBBean constructor
[3/16/10 21:48:09:187 CST] 00000013 SystemOut O invoke HelloEJBBean constructor
[3/16/10 21:48:09:187 CST] 00000013 SystemOut O invoke setSessionContext(SessionContext method
[3/16/10 21:48:09:187 CST] 00000013 SystemOut O invoke ejbCreate method
[3/16/10 21:48:09:187 CST] 00000013 SystemOut O invoke getEJBString method
[3/16/10 21:48:09:187 CST] 0000001c SystemOut O invoke getAnotherString method
Cheers!!!