In general Session Beans are about a conversation with a client, and Entity Beans are about records in the domain model.
Session beans are for application logic.
For example, use session beans to model the layer that interfaces with your object-model but normally should not go direct to your database. Thus a set of session beans provide all the functionality for a particular application of which there could be several communicating with the Entity based Object-Model. However, also be aware that entity beans can have an object model behavior too. As always, there are no hard and fast rules. Then use session beans to run the processes that operate on the databases.