My favorite book recommendations:
Enterprise JavaBeans by Richard Monson-Haefel (O'Reilly)
Java
Servlet Programming by Jason Hunter (O'Reilly)
Mastering Enterprise JavaBeans by Ed Roman (Wiley)
Applying Enterprise JavaBeans by Vladena Matena
(Addison-Wesley)
and
Core J2EE
Patterns by Deepak Alur (Addison-Wesley)
If you read and UNDERSTAND what's in these 4 books you're well on your way to grokking EJB's and J2EE.
Of course, if you use WebSphere you could just get my book
Kyle