Destroying threads is deprecated in Java (and not implemented according to javadoc), and interrupting it is only a suggestion which upon the thread is expected to quit, but
You're not allowed to create a thread of your own inside an ejb server.
It's not that uncommon to spawn threads in a web container(such as e.g. tomcat) , though you should really think carefully about doing that - and be sure to manage the lifecycle of those threads.