Using EJB3.0 is very simple. If you using Jboss as application server then you dont require even database.
It has built in database called (Hypersonic database). So you can have everything
JSP/SERVLETs, EJB(session, stateless,Entity), inbuilt ORM concepts with all database concepts (creating database,update database etc) and generate .ear file
and deploy on jboss. So you have everything what you need (ofcourse JVM, java compiler also required