I just passed this exam, lot of people have been emailing me for the same info, so I am going to answer my own question.
Following books were very useful
1) IBM Red book sg246161.pdf: Websphere V3.5 Handbook (You don't have to read all the chapters, just read the topics that are in Objectives)
2)Inside Servlets by Dustin R. Callaway
3)IBM Redbook SG245755.pdf: Servlet and JSP Programming

Taking the trail exam on IBM site multiple times did help me