installing the reference implementation is the easiest step with je2ee :-)
what you need now is to understand the myths of j2ee. there is a j2ee tutorial on java.sun.com. take a look at it. then i would suggest to download and read through the ejb spec, this is the source where you can rule out an doubts you could have during developing. for more professional information look at theserverside.com, especially the
patterns and best practise articles.
hope i could help, but be aware there is much reading ahead for you :-)