I've installed WindowsServer 2008 R2 on the computer with Xeon3430 2.40GHz processor. VT was activated in BIOS. Hyper-Role was installed and a VM could be created and started. Running pidenu32.msi-tool results, that this processor type doesn't support VT. What is wrong?
That's correct. The virtual processor that ran the program does not support VT. Intel x86 CPUs are not fully virtualizable, and once virtualized no longer support virtualization. You can't virtualize again inside a virtual environment. So from the point of view of the program, VT is not supported because it's already been "used up" by the environment running the OS that ran the program.
Strictly speaking, it is possible to do this -- ESX(i) 5.0 can do it.
(I believe there's a note to that effect somewhere in the tab.)