Add Your EJB Group to Server. Then Select the EJB Group and open the properties window, in that specify Data Source, Database Driver, User Id, Password.
Data Source: jdbc
if your using DB2 use correponding driver
After this Choose Tools->Workspace->Webspher Test Environment, WTE Window will open in that Choose Persistent Name Server, specify the above information in corresponding textboxes on right side, click apply and Click START NAME SERVER, minimize the current window and then go back to EJB Server Configuration Window, Choose your EJB Server and click run icon, now your EJB Server will be running, which is indicated by a run icon on the EJB Server.
Any problem still post it I will try to answer....