If somebody have interrest I can share the solution.
The problem is that by default java has no preference for IPv4. It must be set as system property. As soon as I set this property in desktop application the desktop application was able to communicate with the same component in jboss server. That's it!
Can you explain a bit more, what is the system property? I always get a mix of IPv4 and IPv6 addresses.
Say, the problem was that we had on PC always preconfigured two protocols IPv4 and IPv6. Since Java 4 you have Dual-Stack node (see more information for example here http://docs.oracle.com/javase/6/docs/technotes/guides/net/ipv6_guide/). Of couse if you get connection over IPv4, then you will have Inet4Address. If you get it over IPv6, than you will get it so.
So I think, that JBoss development team was avare of this problem and thus if you start JGroups in JBoss you will be automatically connected with IPv4. Two system settings java.net.preferIPv4Stack and java.net.preferIPv6Addresses are per default false. So you have dual-stack node . So I have solved my problem by enabling setting true for system property preferIPvStack.
I hope I could give you enough information.