To the best of my knowledge there is no out of the box support for transaction managment of web services using JTA. The snippet provided by you will not work.
However there are ways to make it work by using WS-AtomicTransaction, WS-Coordination, however it comes at a cost in terms of increased complexity, performance, etc.
Have a look at (
http://metro.java.net/guide/Using_Web_Services_Atomic_Transactions.html)
Normally you try to avoid all this complexity by writing compensating logic which works in conjuction with reconcilling logic for reconcilling your app with the external system via day end job or some other mechanisim.