Hi,
A J2EE Data Access Object is used by a Composite Entity for Bean-managed persistence (BMP).
A J2EE Transfer Object is used to send data to a Session Facade (to then send to client).
You can create a pool of DAO objects that provide services to the pool of stateless session beans (your Session Facade objects)
The CMP 2.* model has gone through significant improvements, you should explore switching over to CMP to avoid these concerns and focus on business-related requirements.
Hope this helps,
Christian