JBoss: login module absence causes "Unauthenticated caller:null" exception

Performing a migration from JBoss 4.0.5 to JBoss 5.1.0.
Spent a lot of time trying to understand what a lot of "java.lang.SecurityException: Unauthenticated caller:null" exceptions mean while JBoss starts. Thought something changed in datasource configuration. No. The reason was unexpectable: login-config.xml (login goes through the domain) specified login module which was not existed.
Problem was fixed after I copied corresponding jar to the default\lib folder.