The first lookup/creation and use of a stateful session bean is flawless. However, if I try to lookup/create and use the bean after some time (a few hours I guess), the AS throws the following exception:

java.rmi.NoSuchObjectException: Could not activate; failed to restore state; CausedByException is:
/ext/jboss-4.0.1/server/nmm/tmp/sessions/MessagingServiceBean-e4mugifz-3/e4munmhj-5.ser (No such file or directory)
at org.jboss.ejb.plugins.AbstractInstanceCache.get(AbstractInstanceCache.java:120)
at org.jboss.ejb.plugins.StatefulSessionInstanceInterceptor.invoke(StatefulSessionInstanceInterceptor.java:217)
at org.jboss.ejb.plugins.CallValidationInterceptor.invoke(CallValidationInterceptor.java:48)
at org.jboss.ejb.plugins.AbstractTxInterceptor.invokeNext(AbstractTxInterceptor.java:105)
at org.jboss.ejb.plugins.TxInterceptorCMT.runWithTransactions(TxInterceptorCMT.java:280)
at org.jboss.ejb.plugins.TxInterceptorCMT.invoke(TxInterceptorCMT.java:146)
at org.jboss.ejb.plugins.LogInterceptor.invoke(LogInterceptor.java:192)
at org.jboss.ejb.plugins.ProxyFactoryFinderInterceptor.invoke(ProxyFactoryFinderInterceptor.java:122)
at org.jboss.ejb.SessionContainer.internalInvoke(SessionContainer.java:624)
at org.jboss.ejb.Container.invoke(Container.java:870)
at sun.reflect.GeneratedMethodAccessor111.invoke(Unknown Source)
at sun.reflect.DelegatingMethodAccessorImpl.invoke(DelegatingMethodAccessorImpl.java:25)
at java.lang.reflect.Method.invoke(Method.java:324)
at org.jboss.mx.interceptor.ReflectedDispatcher.invoke(ReflectedDispatcher.java:144)
at org.jboss.mx.server.Invocation.dispatch(Invocation.java:80)
at org.jboss.mx.server.Invocation.invoke(Invocation.java:72)
at org.jboss.mx.server.AbstractMBeanInvoker.invoke(AbstractMBeanInvoker.java:249)
at org.jboss.mx.server.MBeanServerImpl.invoke(MBeanServerImpl.java:642)
at org.jboss.invocation.jrmp.server.JRMPInvoker$MBeanServerAction.invoke(JRMPInvoker.java:805)
at org.jboss.invocation.jrmp.server.JRMPInvoker.invoke(JRMPInvoker.java:406)
at sun.reflect.GeneratedMethodAccessor123.invoke(Unknown Source)
at sun.reflect.DelegatingMethodAccessorImpl.invoke(DelegatingMethodAccessorImpl.java:25)
at java.lang.reflect.Method.invoke(Method.java:324)
at sun.rmi.server.UnicastServerRef.dispatch(UnicastServerRef.java:261)
at sun.rmi.transport.Transport$1.run(Transport.java:148)
at java.security.AccessController.doPrivileged(Native Method)
at sun.rmi.transport.Transport.serviceCall(Transport.java:144)
at sun.rmi.transport.tcp.TCPTransport.handleMessages(TCPTransport.java:460)
at sun.rmi.transport.tcp.TCPTransport$ConnectionHandler.run(TCPTransport.java:701)
at java.lang.Thread.run(Thread.java:534)

Anyway, the AS is right, directory MessagingServiceBean-e4mugifz-3 is really empty.