I never used JPA or JDO with RF, and I don't know those technologies that
much, but I think what you need is the "open session in view" pattern [1]
to maintain a single session for the whole HTTP request, and then use one
transaction per service method.

[1]
see
http://static.springsource.org/spring/docs/3.1.x/javadoc-api/org/springframework/orm/hibernate4/support/OpenSessionInViewFilter.html

for instance.

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