Hey Sanjay
If you want to really start working on LDAP then first of all you need to download a directory server and the one which is available for download is Netscape Directory Server,it is quite user friendly and there is a lot of documentation available for this particular directory server.You can download it from netscape site,if you are in US then its ok the download may be faster but if you are in india then its better to start the download during the night time so that it will be faster.The file size would be about 33MB.After getting used to the directory server then you can start using java programs to talk to it.Fortunately SUN provides the JNDI Tutorial free for download the link is
http://java.sun.com/products/jndi/docs.html#TUTORIAL. It is really an excellent resource and if you go through the whole book then i guarentee that i would be the one taking advice from you regarding LDAP and JNDI.All the best.
Surya