The decision of whether or not to use local or remote calls between one EJB and another is a decision to be made by the programmer. You need to check with your application server vendor to see if they support making local calls from the Web container to an EJB. WebSphere 5.0 supports both local and remote calls from EJB clients to EJBs.
In Java, in-process is used to refer to two or more objects running in the same memory space or virtual machine.
Process affinity historically refers to a set of processors on which threads are permitted to run. However, it has taken on some broader meanings in the context of distributed applications and J2EE. It has been used to refer to the ability to direct all method calls to the same in-process object, thereby eliminating parameter and return data serialization. It has also been used to refer to the ability to make in-process calls to an EJB in the same application server.