How to access application state from stateless web service?

I have a beginner J2EE question. After reading through J2EE tutorial, I still don't know how to create an application that would run on J2EE server, and which would have a web service interface to other world, and which would have several threads running, which would connect to other enterprise applications via TCP? Because if I understand it correctly, web service requires a stateless session bean, which means that it can't access any stateleful session bean (except always create one and remove it instantly). So there seems to be no way to store application state and have running threads.
I'm asking this because .NET seems to have a very simple Application dictionary, which can save all application objects, including threads, and it is very easy to access this Application state from a stateless web service. Isn't there any similar functionality in J2EE? And if not, how it should be done in Java world then?
I guess that the Connector architecture could be the solution, but it is not documented in the tutorial.

There's nothing in the J2EE spec that says that you have to use Web Services. Web Services by definition are stateless.
If your requirements are that you have to use a session bean along with a Web Service, then the architecture needs to be rethought, because it doesn't seem to me that Web Services are what you want.
That said, you can use a hybrid. You can expose some of the functionality of your application as Web Services while the remaining is implemented in a classic J2EE type framework that is stateful.
I would also think that you could store your application state via entity beans. You could save and load them when the web service is accessed. An entity bean doesn't require a database... just some form of persistence (could be an XML file for instance).
You need to decide which components of J2EE make sense when and where.

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