RequiresRoles problem

CanQuery

   Hi

I've just started with DevForce, so maybe my lack of experience is the cause of misunderstanding.
I am trying to use declarative [RequiresRoles] in my class: 

[RequiresRoles("admin")]
public class EntityServerQueryManager : EntityServerQueryInterceptor {
}

My web.config configuration:
 <objectServer>
      <serverSettings useAspNetSecurityServices="true" allowAnonymousLogin="true" loginManagerRequired="true" />
 </objectServer>
...
 <system.serviceModel>
    <serviceHostingEnvironment aspNetCompatibilityEnabled="true" />
 </system.serviceModel>

Next I try fetch data (without login) and fill my datagrid.
I expect some exception (PersistenceSecurityException) but my datagrid show all records - Why ?
Principal is not authenticated and roles are empty.

When I change my class to identical (page 382 DeveloperGuide) :
public class EntityServerQueryManager : EntityServerQueryInterceptor {
	protected override bool AuthorizeQuery() {
	return Principal.IsInRole("admin");
	}
}

I receive correct message about cancel operation.

I've tried with RequiresAuthentication also but I can still get data.

My DF version is 6.0.9 

Kind regards
Andrzej