"How to Play Djembe" from dancinghands.com is basic, yet good.  No technique exercises per sé, but they do a good job explaining technique and how to play lot of the most common rhythms.  There is a play along CD at relatively slow tempos with the parts split between the left and right tracks.  Keep in mind you'd play much faster in a real situation, and the bell parts and djundjuns (bass drums) are missing and they are a big part of the feel.

"A Life for the Djembe" by master drummer Mamady Keita has many rhythms with the complete bell, djundjun and djembe parts, comes with a CD on which Mamady plays, and has cultural information about the rhythms and the Malinke people.  However, it has no technique instruction.

If you can, take lessons with someone from West Africa, and drum for a dance class as a support drummer.  The interaction between the drummers and the dancers is where it's at!