Are you running your code in a JBoss container? If you are, and you've told JBoss about JTA, then no, you don't need to use session.beginTransaction(). JBoss uses JTA for application transactions, so once you have those configured, you shouldn't need to use database transactions any more.
I'm afraid I don't know how to configure JBoss to use JTA though. It's possible that what you've already done is enough, or there may be a JBoss configuration file that you have to update, too.
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