This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
Rampart comes with many examples - check the "samples" directory. You need to configure it where you're using it - it sounds as if that's only on the client side, since you're using CXF on the server side.
I don't think Rampart uses a policy.xml file - is that a CXF thing? if so, there's no point in having one on the client if you use Axis/Rampart there.