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Stay away from J2EE if you don't have MailServer and stuff like that at home. There are no "pedagogic" stuff to learn there.
Ugh! Actually there is, it is a very important framework, with a whole lot of knowledge and engineering behind it. Reading the blueprints (free at Sun's website)is really pedagogic even for advanced engineers. However it is good to have a look at the book Bitter EJB first, it will show you why people come up with ideas like the whole thing is a crap. They simply use it for something it was not meant for.
Actually why do you think that you need a mailserver for J2EE?
Anyway, it is sure, a lot of things are integrated into that framework, but most appservers come bundled with the necessary stuff (except for a DB, maybe), and actually that is the point of the whole thing: if you need all those crap, you don't have to reinvent the wheel, but if you just want a simple application, then simply forget about it, it does not worth the added overhead.