There is of course the EJB spec and the J2EE 1.3 tutorial, both of which are free from Sun.
EJBCertificate.com has some good practice questions, and is also free. I highly recommend the HF book if you can lay hands on it, though. The spec puts me to sleep, and I think the tutorial is a bit cursory for certification study (considering that the exam is intended for people with six months hands-on experience).