Finally with a score of 85% I did it! My preparation was done mostly on already classic, and great, text "Head First". Moreover it could not be complete without the proper exercises and practical tests; for such test I used the Enthuware software: one test per day in the evening then, on the next day, I made analysis of the errors and a new test in the evening and then....
Anyway, even if you understand all of the Servlet JSP architecture, my biggest suggestion could be a very simple: memorize the web.xml, the Servlet and all the derived classes, the JspTag and the derived classses.
A practical and simple example of the this technique is to write down the Servlet class and its main methods then write down the GeneralServlet and ONLY its NEW main methods NOT the ones inerithed from the Servlet one; this kind of schema also give you a better understanding of the general architecture because it shows you WHERE and WHEN a method, or a class, appears.
What next? well I already submitted my Java Developer task and I am waiting for the second part of the exam but may be I will start to plan something out of Java like MySQL certification, before "attack" some other Sun Certifications
Still thanks to all of you