You can do anything you want in an EJB, as long as you understand the
lifecycle of an EJB. The only question here is if you want to keep hold
of the process?
If you do, then use a stateful bean. If not then just fire and forget
the process in a stateless bean. I run a fire and forget process for a
database backup in postgresql - the same bean has methods to poll the
external process for state.
However, don't expect the stateful bean to be able to passivate and
restore the process without some additional code. Also keep clustering
in mind - not that you will use clustering, but I find it helps govern
the thought process for the design. Try to make all your beans cluster
capable.
Andy.