Howdy,
Another good question... and one we agonized over. Our goal was to have you spend as much time as possible learning
EJB, and as *little* time as possible using your brain for server-specific issues that you might never use again, so we did not choose any vendor's server, but instead used the J2EE Reference Implementation (RI) . But you can use whatever you have available. We do very little tutorial on deployment, since that will be vendor specific, although in the first chapter we do a very complete, step-by-step walk-through, complete with dozens of screen shots of the deployment tools, to get you through writing, compiling, and deploying a very simple application to the RI.
The Reference Implementation is free, and available to anyone who downloads J2EE. We considered
JBoss and other open source products (we definitely did not want to choose a product that you would have to pay for), but it requires more administration and can be more difficult and involved to set-up and deploy to. We believe that you have a limited amount of BRAIN bandwidth (no offense

, and we want it used on learning the EJB architecture and APIs, rather than learning vendor-specific deployment issues.
In other words, we didn't want to spend any time having you learn something you might never use, and which is not on the exam.
cheers,
Kathy