I solved the problem.
The <module-order>strict</module-order> works fine!
I have the same problem but I use JBoss 5.0.0 CR1 and not 4.x.
Unfortunately jboss-app_5_0.dtd doesn't contain the module-order node.
I searched the web of course before asking and found that it is a known reopened issue:
I only hope you can suggest me a workaround until it is fixed in the GA release.