For learning the basics of EJBs, you can't beat the Head First EJB series:
Head First Enterprise Java Beans (EJB)
If you want to learn
EJB 3.0, the latest, Beginning EJB 3 is a good start. It's a fairly straight forward look at EJB 3, and how you can build EJB 3 components:
Beginning EJB 3 Appliation Development What you really should do is couple that book with a more advanced reference on EJB 3, such as this one:
Pro EJB Development And of course, you can't count out those O'Reily Books with the animals on the front. This is a good EJB reference guide:
Enterprise JavaBeans 3.0 by Bill Burke Cheers!
-Cameron McKenzie
[ December 27, 2006: Message edited by: Cameron W. McKenzie ]