Finally I found the problem: the type of the project. In NetBeans I created the web service in a "Web Aplication" project so it was deployed into a servlet container in Glassfish and @Stateless and @Singleton annotations don't work. You must create the ws in a "EJB Moule" project and it will be deployed into a EJB container so @Stateless and @Singleton annotations work correctly.
As Java EE 6 says "Singleton session beans offer similar functionality to stateless session beans but differ from them in that there is only one singleton session bean per application, as opposed to a pool of stateless session beans, any of which may respond to a client request. Like stateless session beans, singleton session beans can implement web service endpoints."
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