IMO the O'Reilly Book Enterprise Java Bean from Richard Monson-Haefel ist a good book to start with.
Maybe http://docs.jboss.org/ejb3/tutorial can help with examples.
I dont't know how good it is for beginners. I have begun with JBoss 2.2.2 and older EJB's 1.0/1.1 tutorials from JBoss
I recommend reading the Sun's tutorials. SUN has among the best technical writers in the world. And it's all free of charge.
Don't miss the official specifications. If you read them, you'll avoid many pittfalls.
O'Reilly Book's book includes all the examples for JBoss.
The key is to select just a few materials and then stick to it. ie reading them from A to Z. J2EE is composed of so many APIs, it is very easy to get lost.