On 1st server, there is wcf service hosted in windows managed service. On the 2nd server, there is another wcf service, hosted in their own windows managed service. I try to connect to 1st service from the inside of the 2nd service, but I become a exception "The socket connection was aborted". With same configuration and same code I successfully connect from console application and winform application, but not from this windows managed service.
Configure your WCF services on both servers to perform diagnostic logging. Follow the instructions in http://msdn.microsoft.com/en-us/library/ms730064.aspx to achieve that.
Make sure the account your service on server 2 is running under is capable of connecting to server 1. This is a typical difference between the client test you did (and worked) and a service running on that system. For a test, make the service on server 2 run under your personal login credentials.