Yes, I edited the post, but I guess it doesn't resend it to the email list.
Citing that document:
"The default value is delegate="true", which causes the Web Classloader to delegate in the same manner as the other class loaders. You must use delegate="true" for a web application that accesses EJB components or that acts as a web service client or endpoint. For details about sun-web.xml, see "The sun-web.xml File" in Sun Java System Application Server Enterprise Edition 9.0 2006Q1 Application Deployment Guide."
Note the "must use delegate" part of the second sentence.
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