You should go to www.coreservlets.com. There, you can download for free the first edition of the book "core servlets and Java Server Pages" from Marty Hall. Another very good book is the "Apache Tomcat Bible" from Eaves, Jones and Godfrey. The title is somehow misleading as it explains everything you need to start developing java web applications. It explains how to download Java, MySQL, Ant, Eclipse, Tomcat and how to test you've installed these downloads well. And as a bonus, you get the source code of a web application which is developed following the principles of the Model-View-Controller (MVC) design pattern.
The knights of nee want a shrubbery. And a tiny ad: