Hi Frank,
The best way to achieve this asynchrony right now is to use JMS and message-driven beans. You can send one message for each sub-task. It's up to you whether you create one message-driven bean component that knows how to handle all kinds of tasks or multiple message-driven bean components, but regardless of that decision each message you send will be processed in parallel.
It doesn't help you right now but as an f.y.i. we're planning to add better support for this kind of asynchrony directly to the session bean programming model in EJB 3.1 (
http://jcp.org/en/jsr/detail?id=318)
--ken
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