So you're essentially looking at doing ABAP development? I dunno, SAP is getting kinda old...
Care to substantiate that?
@gnubian ... Saying "I want to programme for SAP" is like saying "I want to visit the USA" ... yes, but which part?
"SAP" is the company & it has numerous product lines under it's umbrella. ... Just like Microsoft, IBM, Oracle, etc ...
I personally support SAP BPC 5.1 MS & SAP BOJ PC 7.0 MS which are MS SQL, MS Office based BI tools ... and I don't need any specialized SAP knowledge at all. MS SQL/MS AS/MS Excel do me fine. My "programming" is typically in T-SQL, MDX, C# & VBA. ... All solidly MS technologies.
The popular SAP stable of products run on NetWeaver, a unified platform that most of their modules plug into ... if that's what you're talking about, then yes, you can use your JEE skills, but you'd still need a whole new suite of knowledge ... and SAP training is very expensive.
I was at the SAP TechEd in Berlin last year & found I didn't even speak the same language as most of the other SAP people. (and I'm not talking about German vs English!

)
So before you even think about training ... learn about the company & products ... a good place to start might be
The SAP Developer Network ... that's where the actual programmers hang out.