This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
I recommend "Mastering EJB". One drawback (for your situation) however is that it does not contain any information specific to a particular application server, and the code samples and build files and all are for Weblogic or the Sun application server. It's a general difficulty in getting started with EJB that many important things are left unspecified and depend on the application server so that you have to learn an application server at the same time.