First set the classpath to the jboss_j2ee.jar file present in your jboss/lib/ext directory. Then compile your program by using javac bean.java files.
Or else, you can use the Sun's J2EE API for compiling your source programs by setting the J2ee.jar file in your classpath.
After compiling your programs create the ejb-jar.xml file and create a ejb jar file for your bean and just place it in your jboss/deploy directory.
When you start Jboss, Jboss will automatically deploy your bean.
You can find more articles at www.jboss.org, and for EJB you can find many samples and articles at theserverside.com. Or visit sun's j2ee web page.