I have been toying with the examples at JDO Central (www.jdocentral.com). Go to Downloads and click on FastObjects Community Edition. Download it and install it to C:\FastObjects and follow the instructions. If you use windows do not install it inside the "Program Files" directory.
If you want to learn more about Sun's design specs for JDO go to
http://java.sun.com/products/jdo/javadocs/index.html Hope that helps.