it seems that AR Integration doesn't support to open StatelessSession, from looking at: http://github.com/castleproject/Castle.Facilities.ActiveRecordIntegration/blob/master/src/Castle.Facilities.ActiveRecordIntegration/SessionFactoryDelegate.cs
looking at line 62, if you don't call OpenSession it will throw exception. I would like to call OpenStatelessSession to initialize IStatelessSession.
I saw that some people are talking about StatelessSessionScope but I didn't manage to find good examples for using it with AR Integration...