Most likely you are either:
1) Calling one session bean from another; or
2) Not closing the Hibernate session prior to leaving the session bean
If #1, there is supposedly a way to configure JBoss to ignore this. But I don't use jboss and don't begin to understand why it reports this let alone how to perform the config. Here is a thread in which this is dicussed:
http://forum.hibernate.org/viewtopic.php?p=504 Another option here would be to make sure that the session has a connection prior to making nested ejb call (the session lazily gets the jdbc connection only when its actually needed).
If #2, close the session.