As Roy stated, the editor you use to create a
JSP, Servlet or EJB doesn't matter -- it's all just code (same as your application and applets).
However -- to actually run your JSPs and Servlets, you'll need to run them in an App Server, as you know. And you'll need to use a tool provided by your App Server vendor in order to generate the Home and Remote interfaces for your EJBs (the interfaces themselves are vendor dependent).
.... And if you don't already have an App Server of choice, check out the FREE
HP Application Server 8.0!!!