I would suggest to update Arquillian to 1.0.0.CR7 and JBoss AS Remote Container to 1.0.0.CR2 (the latest and the greatest). Alpha5 is quite an old version and a lot have been fixed and improved since the version you are using.
Thanks a lot for your answer. Unfortunately, I had not much time to go further with Arquillian and JBoss 5.1.
Finally, I decided to use JBoss 7.1 and there it works fine!