MockEJB
I just want to spread that word that there is a lightweight framework for running EJB's outside a container. You could use it together with JUnit so unit testing EJB's becomes easier. The current project that I'm working on uses this and though right now. I don't have a concrete example on how this works, I can guarantee you that it does though. It's free and opensource .
http://www.mockejb.org/
Long live the EJB!