This week's book giveaway is in the OO, Patterns, UML and Refactoring forum. We're giving away four copies of Refactoring for Software Design Smells: Managing Technical Debt and have Girish Suryanarayana, Ganesh Samarthyam & Tushar Sharma on-line! See this thread for details.
I'd guess that if the instructions worked then, they'll work now if you can find those old J2EE implementations. The current JEE 5 RI is called "GlassFish", and you can find it on dev.java.net. I'd be hesitant to learn EJB 2 now, though, because that's quite outdated itself - EJB 3 is very different.