This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
I would suggest that you do go through the Head First EJB book. Since you have no practical experience I think you might have some difficulty in understanding the concepts. I always found it useful to do a small example program and try out what is written in the book in practise. I would try implementing the things I learnt from the book in the code. In that way you quickly come to know if there are some areas you don't know and you could pose queries on them in the forum or try to find it out yourself. In the long run, I think this approach would pay off.