Very Effective and almost free way -
Download the final releases of open source tools like
Struts / Spring, they come bundled with sample applications.
Configure the development environment on your system ideally using Eclipse, My SQL &
Tomcat etc. (All free and open source tools) then import and run the sample applications provided with Struts / Spring etc.
That way you'll not only have some hands on exercise of configuring and running J2EE applications, you can play around and go through the source code of these applications to quickly have hands on experience.