Head First EJB 2 can help you understand security, exceptions, message driven beans and transactions
If you don't have any experience in EJB 3, I suggest you begin by reading EJB 3 in action, chapter 1 to 10
For Certification purposes, The best place to cover objectives like JPA, Entity Manager Operations, Persistence
Unit and Persistence Context, JPQL, Transaction Management is "Pro EJB 3
Java Persistence API"
Other objectives can be covered using EJB 3 In action, also It is Highly recommended to read carefully MZ notes