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.
There is also a free developer version of Weblogic available. If you end up looking for work, weblogic is much more popular than sun's app server so that may help you more.
TheServerSide also has a free pdf of Floyd's book on EJB Design Patterns, which is well written. For nitty-gritty details on how Enterprise Java Beans work, my favorite is Richard Monson-Haefel's Enterprise JavaBeans.
I would also take a look at Sun's website. They have a tutorial which will guide you through the creation of your first EJBs step-by-step, in great detail, but using the sun app server. Sun's website is also the place to go if you want to read the actual EJB specs.