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.
Use Eclipse 3.4 (Ganymede) with JBoss Tools 3.0 (it's a beta). It should provide what you need. I can't think of any tutorials on using it for EJB 2.x, though - all of the tutorials I have seen, including the ones in the JBoss Tools documentation, deal with EJB 3.
One thought - get the book JBoss at Work. It goes through developing an EJB 2.x application. It uses 4.0.2 but the EJB stuff should apply to 4.0.5 (I think that the web services stuff will not work on 4.0.5 though).