If you have HFSJ, then the biggest part is done You should definitely read the Servlet specs carefully, and at least have a look at JSTL and JSP specs (and keep them handy for specific questions you mught have).
I made a servlet spec summary available on my website if you wish.
Since most of the J2EE API is made up of interfaces. You need to download a servlet container like tomcat 5.5 and install it. Tomcat contains the jar files with the concrete classes to compile and run examples.