This week's book giveaway is in the OCMJEA forum. We're giving away four copies of OCM Java EE 6 Enterprise Architect Exam Guide and have Paul Allen & Joseph Bambara on-line! See this thread for details.
I would suggest you get started with JDBC in a much simpler environment. Forget about JSP and JNDI and Java EE and all of that stuff, it just confuses the issue so you have no idea where to look for the problem. Just write a simple command-line application to help you get familiar with JDBC.