I see so many "new names" in objectives of section 6,7 and 8 which i never even heard of...JMS JNDI SMTP JAX-RPC SOAP UDDI and so on..
Someone could please tell me how much should i know about these concepts..i mean how deeply should i know about them..is it enough if i know just the definition,where they are used and what each item relates to?
Don't be overly intimidated by the client and server technologies sections of the Sun Certified Java Associate Exam. Basically, you need to have a high level understanding of these technologies. You don't need to know code - that's for the SCWCD and SCBCD exams, not SCJA.
Know the definitions of things like WSDL and UDDI, and what they're used for - those are the types of questions you'll get. Wikipedia is actually not a bad place to start for definitions of things like JMS and Web Services - they tend to give a high level overview without getting into too much code.
For an example of what the SCJA exam questions might look like, I have some free mock exams that deal with client and server technologies. Those sample SCJA tests will give you a good idea of the types of questions and answers you'll see on the SCJA examination.