Tiago,
Could you provide me with a copy of the WSDL?
I assume there is a wsat:ATAssertion present in the WSDL with optional=false. Hence the reason for the Exception. By beginning a WS-AT transaction on the Client and using the XTS client side interceptor, the TX context will flow with the application soap message and hopefully be accepted by the policy assertion. I think this is what you will need to do to consume the service as, I assume, the service is mandating a WS-AT transaction for a reason.
JBoss AS does support WS-AT through the XTS project. We have a demo application and some good documentation that you can follow. See here for more details: http://www.jboss.org/jbosstm. AS 7 comes with XTS, but you need to specify the standalone-xts.xml configuration to enable it. XTS currently adds too much delay to the boot time, so is disabled by default.
However, it looks like its the CXF client soap stack that is objecting to the wsat:ATAssertion. We may need to extend CXF or create a feature request to solve this problem. I'll investigate further and get back to you.
You should try what Alessio suggests, but bear in mind that the service invocation may not be successful. It's likely that the service will make the assumption that it is being invoked in a WS-AT transaction. Totally reasonable given that any invocations without a TX context should be blocked by the policy assertion. The service will likely try to enlist participants in a null transaction which will cause a failure.
Paul.