I would say if you already know Java, then learn
1. J2EE basic knowledge: You can download either a Tomcat/Jboss application server and download some tutorials from the internet.
2. SQL/Database (you can download java based database --> HSQLDB or MySQL)
3. XML - basics.
I do not know about other places, but in Australia, even though certification is a good thing, it does not play a major role in finding a good job. When I changed my career from mechanical engineering to Java in 1999 - 2000, I had to choose between spending 3-6 months preparing for certification or spend 3-6 months learning enterprise edition i.e.
JSP,
Servlet, EJB etc. I chose the second option and it paid off for me. Certification looks good in your resume and gives you better chance of getting into an interview stage if you do not have much experience. If I were you, I would prepare for the certification and at the same time familiarise myself with J2EE and Database.
Good Luck