As esoteric as it may read, keeping the J2EE and EJB specs handy is highly recommended. You bookmark them if you haven't done it already.
The J2EE tutorial and Blueprints on Sun's website including the famous Petstore implementation is a must read.
www.theserverside.com is an excellent resource for J2EE and EJB related articles. You can also download the online version of very popular "Matering EJB" book by Ed Roman.
www.ibm.com/developerworks/java is another oasis of excellent articles and tutorials. Make sure you not only read them, but also keep visiting them for regular updates.
Last but not least, practice should be an important part of learning J2EE/EJB like anything else. Download an app server( many of them offer free trial downloads) and start writing code!