First, check out the exam objectives. Print them out, and keep them close by at all times.
Then pick up a few good books. Head First Servlets and JSPs is solid.
Do a bunch of mock exams, and keep going back to the objectives. If there are still objectives you are unclear about, research them some more on the Internet, or even ask some questions in these forums.
Objectives, objectives, objectives - that's where your focus should always be.