I strongly recommend starting with a good book. This is a complex topic and even an experienced developer needs some help to get started.
I also recommend to get familiar with non Sun technologies right for the beginning. Database persistence is much easier with frameworks such as Hibernate and iBatis than with Entity Beans (even in the new Java EE standard). Have a look at a dependency injection framework like Spring and Guice. In fact Spring offers much more than dependency injection (aspect oriented development, web services framework, MVC, wrappers for JDBC and JMS).
Another important thing is the selection of IDE. In the free world you can either go with Eclipse (Java EE edition) or NetBeans. Both are good, I find NetBeans a little slow, but it's getting better. I also recommend Tomcat as the application server. Although it doesn't implement the Java EE standard completely (no EJBs), there are little things that you can't do. Full application servers are JBoss from RedHat and GlassFish from Oracle. GlassFish is nicely integrated in NetBeans (has nothing to do with Sun's previous application server - it is fast and reliable).
The question about JEE books is now closed. Answers suggested http://www.theserverside.com/, J2EE: The Big Picture and Manning publications, for books like "Spring in Action" and "Java Persistence with Hibernate". I am sure there are now more good books available.