After some debug and investigation I have found out where is the problem.
The EJB Bean PassManBean is secured. To call this from external bean I have to use org.jboss.security.jndi.LoginInitialContextFactory. In other way I always get Authentication Denided.
For my JSF web aplication I am also using container security, so is there a possibility to propagate the security context from ManagedBean to EJB?