Buy some books. Search on Amazon (or ebay) for MCSE. There are 100s.
Read all the books. Really, you need them memorised.
It also helps immensely to have the software to play with.
Pick the easiest course to start with.
If you haven't done any MS-type exams before, you will probably fail at your first attempt, abysmally. Don't give up. Think about why and where you failed, put those failings right and go back and try again. Biggest tip for the actual exam: read the questions very, very carefully.