After thinking about this issue, I think that I'm not doing anything wrong here. My configuration is ok, the same as other applications I have running on JBoss 7.1. Maybe this is just a bug in the web container for WildFly. I'm attaching my simple ear with the web application if you want to test for yourself.
I would appreciated a lot if someone helped me with this issue that doesn't let me proceed.
Thank you again.
Marcos