OK, I'll address the questions in order:
1. A J2EE book.
This depends a bit on how deep you want to go, and if you already have any experience of any of the parts which go to make up J2EE. I have read O'Reilly's "Java Enterprise in a Nutshell" and found it a good broad introduction to the whole of J2EE, but not really deep enough in any of the specialist areas. I suggest that you first read one of these broad books (which probably also includes the two Addison Wesley books at the top of this page) to get a feel for what J2EE includes, then one or more area-specific books.
One, perhaps surprising, possibility is "Professional JSP" from Wrox (shown at the top of the Servlets/JSP forum). This contains lots of material on JSP (natch), but also all the associated technologies including
Servlets,
Java Beans, and the integration into EJB etc. It includes some detailed case studies which are very worth reading.
2. A good webserver for Win 98.
My personal recommendation has got to be Resin from
www.caucho.com . This seems to be the fastest and most efficient pure-Java webserver, it includes full Servlets, JSP, XML, XSLT, SML-RPC, JDBC pooling etc, is simple to install and recent versions are also starting to include EJB support. It's also Open Source and free for non-commercial use.
If you want a bit more EJB/JMS support then Orion from
www.orionserver.com is probably a good choice. It's not quite so good at JSP/Servlet/XML integration as Resin, and you don't get to look at or fix the source yourself, but indefinate evaluation is free.
Finally the Official reference platform for Servlets and JSP is
Tomcat from the Apache Group
jakarta.apache.org . It is worth thinking about, as it is the official reference, but it is harder to install, less flexible and slower than Resin, and has no EJB support like Orion.
All three have busy mailing lists for help and bugs/fixes
3. JSP examples.
There are JSP examples in just about every J2EE or JSP book, but also try the tutorials on the sites listed above, as well as on Sun's Java site. Searching Sun's site for JSP should also bring up some of their articles, which are often helpful.