Mike I suppose we should spell it like "Excercises"
And what you can do is download any industry server like Weblogic ( developer's trial edition ) or JBoss and you will get the whole environment for running EJB related stuff.
By the way, you said you are running Servlets/JSPs on you Mac OS, so this essentially means that you have JVM running and thats the key. If you can run a JVM then you can run enything related to J2EE on your machine.
try it!