OK, I will consider EJB 3 and the new SCBCD 5 exam.
another question is..... I followed IDE set-up installation according to Mikalai Zaikin's SCBCD 5.0 Study Guide, will I be able to use it to practicse exercises in HeadFirst EJB book which is target to EJB2 ?
There's no particular editor used in Head First EJB. But you are shown how to install and use the Java Reference Server (J2EE RI 1.3.1) and its DeployTool at the begin. Make sure to get the appropriate version, as told you here.
MZ's Notes are superb. The Installation part is for old version of IDE. The new version already included Java EE perspective. So you can test your application without the patch mentioned in the Installation Guide.
I am using NetBean 6.0. I am not discussing which is better IDE, But most of the times I am using NetBean and I found it is easier to use particularly while developing enterprise applications, developing the clients, calling EJBs into clients etc.