There is a workaround. Use the AXIS2 JAX-WS libraries.
I did not check which of the jars are the ones that make the difference but I just added the AXIS2 libraries in the class path of my client
and the session works fine.
If I have time I will investigate further which jar(r) are responsible for making it work and I will post it here.
I also tested ithe client with Glassfish 2.0/3.0 and it works fine without the standard JAX-WS libraries.