There are none, at least no good ones. The independent JBoss books are, on the whole, expensive and not that great. JBoss's official docs - which also cost but are much cheaper, are also not that great. There are far more typos in the example code than I would like if I were an EJB Greenhorn, and the writing style is not aimed at the novice. If its EJBs you are learning, and not JBoss specifically, I'd recommend a general, non-vendor specific EJB book and the JBoss forums to get you going. If you already know EJB, and it is JBoss you want to learn, you might consider one of their training courses, which are OK, though again expensive.
Actually, the Enterprise JavaBeans 3rd ed. book by O'Reilly has several workbooks that show how to run the different examples in different App Servers, one of which is JBoss. You can download the workbooks from here. You may be able to muddle through them without the examples in the actual book, but I would recommend getting the book anyway... it's a really good EJB book.
-Nate
Write once, run anywhere, because there's nowhere to hide! - /. A.C.
The O'Reilly workbooks are no good on their own. I downloaded the JBoss one and couldn't glean anything from it. Then I gave up my objections to the enforced payment for documentation from JBoss and bought their docs, which were quasi-OK. They would be fine for free, but being squeezing for cash raises your expectations somewhat.
I have seen things you people would not believe, attack ships on fire off the shoulder of Orion, c-beams sparkling in the dark near the Tennhauser Gate. All these moments will be lost in time, like tears in the rain.