HS-
download
JBoss, open notepad and start writing code. If you haven't done this, start by writing the famouse hello world
EJB. This will get you up to speed with the interfaces (remote, home, local home, etc..), it'll familiarize you with session beans, etc.
Deploy the application and
test it.
Now put more stuff, create an entity bean and start using JBoss with a DB (mysql, for instance). Insert some records and retrieve them using a session bean.
Once you've mastered this, start looking at ejb ql. There are excelent articles in IBM developer works that you can follow. They help a lot.
good luck