I was trying to sign a jar applet archive with our company .pfx certificate using this guide
(and few others from the internet):
http://www.globalsign.com/support/or
Thanks a lot for all, especially Jcs :)
I finally discovered that .pfx file was just imported improperly.
I asked my boss to import it for me from scratch with all possible paths/chains/certificates included and now it works :)
So if anyone will have similar problem my advice is to try to get/import certificate again
- it's rather problem with certificate itself than with signing method.