I mostly agree with Alex. I'm sure some of these are things you've already done but I'll list them in case you did not.
- Play with Eclipse or Netbeans. I have never heard of a Java programmer who uses anything else.
- Build a WAR file in the command line from Java files with out using the jar command. This simple exorcise should teach you just about everything you need to know about the Java compile process. You might also want to look in to Ant a bit. It is the first choice for building Java projects.
- Make some simple toy apps. Your general programing should be strong so make some simple apps to use the stuff that's new to you in Java. Focus on inheritance, the threads api, the collections api, JSPs, servlets, JSP tags, and the sql api. Those are the basic things that you'll need to know and that will come up on your interviews.
- Read both Head First Servlets and JSP and Head First Design Patterns. The first is for the Java web stuff because it has basic things you should never do but can (and, to my horror, I have seen them done in the real world). The second is so you have a solid footing in objects and design patterns. I know that PHP has objects but I can't help but feel like using objects in PHP is nothing like using objects in Java.
- Learn some frameworks. Not everyplace uses them but most do. Pick a few that look popular in the area you will be looking for a job and start to learn them with some more toy web apps.
Alex's second point about proving you know Java is huge and your biggest hurdle. An idea he did not mention is doing your own web site in Java. Not many open source projects are web sites made out of JSPs so this might be a better, simpler plan.
If you want to get certificates the Head First Servlets and JSP is designed to also help you pass the Sun Certified Web Component Developer exam (or what ever it's now called). The main exam you would be interested in to show you're a Java web programmer. Just realize that certification is not something many people care about so it will still be tough to get an interview even if you have this. Also last I checked you needed to pass some other Java exam before you could take this one.
I would also like to add that while I do think that Java is a far nicer language for programming the "right way" then PHP, Java is far from always being done the "right way" all the time. As a Java web programmer I can tell you I've had many co-workers who did things far from the right way. This is not to say you are not moving in the right direction or that this is a bad idea. Just don't get disappointed if at your first Java job people look at you funny when you say words like 'jUnit'.