Ok I did more tests, and I can reapeat that error on every new JBoss.
In my tests I also added packet.jar file into lib server dir.
In packet.jar are the same classes which are used in packet.ear file.
It is simplicity to have no problems in time of test with access to classes.
When I run JBoss-4.0.0 without packet.jar then my EJB behaviour is correct.
Can any JBoss Guru tell me it is mistake to have packet.jar in lib directory?