actually I was a bit curious about your question, and I ended up with www.adventnet.com/products/snmpadaptor/index.html, it looks like this could be a good choice considering the price of JDMK. In fact I haven't integrated an Java based  SNMP agent with J2EE myself, so I'm intereseted to see other people's opinion on this as well.

but I guess nothing also stops you from using JCA with other off-the-shelf components to fulfil your NMS requirements even though there are limitation in direct socket access from EJB, the latter could be an alternative.