WiMAX has been proposed as an attractive solution to address the infrastructure costs and physical limitations of wired networks. However, MAC management frames are not encrypted in WiMAX networks. Many of them are not even authenticated. In this paper, we analyze how sniffing and DoS attacks based on unauthenticated management frames could be launched. To prevent these potential attacks, three different authentication mechanisms are proposed. The performance of these mechanisms is also analyzed in terms of additional bits and processing time.