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In that case you can just rethrow the EJBTransactionRolledbackException so you don't lose it..

catch (EJBTransactionRolledbackException e) {
    if(e.getCause() instanceof SecurityBreakException) {
        SecurityBreakException ex = (SecurityBreakException)e.getCause();
        // parse the exception and show a meaningful message to user    
    } else 
 
        throw e;
}