After searching through the forum I found a link pointing to an Proxmox thread where I got the solution for my problem. I had to change the IPTables line in OpenVZ config file on the host server. Now, all is fine.
OK after doing a fresh installation everything works great.
Next problem is:
I can only create firewall rules for the web serber. While activating it for the mail server it stops in the jobqeue.
Is there a reason for that and, is it necessairy to activate on all servers?
If not, how to I delete the pending jobs?