Please be more descriptive beyond "It didn't work". What exactly did you try and what happened?
i created a file, "test.html", under the jmx-console.war with the following code:
<html> <body> <A href="http://192.168.10.106:8080/jmx-console/index.jsp">app 1</a> <A href="http://192.168.10.222:8080/jmx-console/index.jsp">app 2</a> </body> </html>
then i opened it from http://192.168.10.106:8080/jmx-console/test.html & when i clicked the "app 2" link, the basic authentication popup opened & asked for user/password.
didn't mentioned i'm using version 4.0.5GA...
ClusteredSSO is cookie-based, and by default the browser will only present the cookie to the same hostname that issued it. In your case, you are trying to use two different host names.
See "Limitations" discussion in http://wiki.jboss.org/wiki/Wiki.jsp?page=SingleSignOn and the bit following it about setting a cookie domain.
A workaround is to assign host names to 192.168.10.106 and 192.168.10.222, with both hostnames under the same domain. Then set the cookie domain to that domain, and use the host names in your URLs.
If you're just experimenting, you can try setting the cookie domain to "." (i.e. the whole internet) and then still use IP addresses in your URLs. Not sure if that would work or not. Of course you wouldn't want to configure a real system that way.