The easiest way to get started with Java EE 6 is by using a Java EE 6 application server. These already contain all the jars that make up Java EE 6.
Examples are TomEE and Resin (both only 25mb), GlassFish, JBoss AS and Geronimo.
Nearly every part of Java EE is available as seperate jars as well, but you'll need to do a lot of jar hunting and need to make a lot of choices (for JSF, MyFaces or Mojarra, for JPA, Hibernate, EclipseLink, ..., for CDI OpenWebBeans, Weld or CanDI, etc).