The JAA exams are probably the most difficult academic challenge you will encounter in life. It's a 6-8 month course of 720hrs of groundschool, and there is a ton of math, including a lot of trigonometry. Don't worry too much about having to memorize the formulas. You can also do it by distance learning which I would not recommend unless you are highly motivated and can't attend a residential course. There are fourteen exams to pass. Please don't underestimate the JAA frozen ATPL theory course. Many people never pass all of the exams. Practical experience will help, ie the more flying hours the better.
But so much of the course is totally unrelated to "real life flying". Sample questions can also be found the JAA's website. The FAA is far more practical, but the JAA seems to try and weed out more potential pilots with this theory course. You have to learn a lot of stuff that navigators (1960's era) and flight engineers have to know. The current JAA course came into effect in 1999, so make sure that you talk to people who took the exams past this date, because they became much more difficult that year. If you would like more info then checkout www.pprune.org
The only school that I know of in the USA that offers this theory course is Naples Air Center, in Naples, Florida. Your best bet is to get waived into a JAR ATPL, but you need really high time on big jets. I think you can find that info on either pprune or the naples air center site. Converting the flying portion won't be near as difficult as the exam part. If you need anymore info you can private message me, good luck!!!