Hello folks, i will try to be brief:

  I have one object MyObject which i use as parameter to my beans's method, like:

  public class MyBeanEJB extends SessionBean {
    public void doSomething( MyObject obj_ )
    {
      //something here
    }
  }

  And

  public class MyObject
  {
    //Some code:
  }

  My problem is, every object that i use as parameter and or result from a method must implement Serializable?

  Regards,
  Edson

My problem is, every object that i use as parameter and or result from a method must implement Serializable?

Yes, they do. Unless it's a local session bean.
That's the reason why paramaters should be of a light classes. Please also take into account that if you parameter include reference to another object, the referenced object will be also serialized.
Please, have a look at Transfer Object pattern: http://java.sun.com/blueprints/corej2eepatterns/Patterns/index.html

In remote call everything is passs by value so the object must be marshalled and unmarshalled.

Objects sent on the network must be serialized (i.e. must implement Serializable interface).