Here, you'll be installing an HSQL db, BlazeDS server deployment, the samples war, etc. This will give you a good overall look at Flex back-ending to a java server solution (i.e. Remoting).
I took this and ran with it and was able to go from the samples to configuring my own existing EJB app to use BlazeDS with a Flex thick client (i.e. using the flashplayer plugin in a web page). I put this together in about 3 days, including the familiarization with BlazeDS and some research, so it's not that bad.
There are some setup issues that were a bit hairy, so if you have any issues getting it up and running, reply back to this thread and I'll help you out.
One thing I will say: My confidence level with Adobe and EJB/Java technologies is not high - i.e., no offense to Adobe, but I don't see a lot of technical info on the nuts and bolts between Flex, BlazeDS, and server-side java. Maybe because it's designed to be stupid-simple, not sure - but if they're pushing the technology, they need to probably get a bit more info out there - and their "open sourcing" of BlazeDS is not on sourceforge and I don't see any mention of a development team working on it, which is a bit scary in and of itself.
One more thing, quickly - once you get the samples up and running, ignore everything but the Remoting portion of the instructions - the rest is for web services and other technologies that you don't need with java remoting.