1.You can start by reading "Head First EJB" by O'REilly Publications.Very interactive book. 2.After being done with the book,try doing the mock tests on various websites.This would give u a clear picture as to in how much Deep Waters you are till now. 3.Done with this third step ,next is to read the specs as per the Objectives of the exam(YOu should be very thorough with the objectives of the exam).
I myself have starteed preparing for the exam and finding it quite intersting way to prepare.
REst you can always come back on this forum and try answering the questions posted by various people here.That too only after you are confident that you are conversant with the topics of the book.