a few years ago, i foolishly took a course with the now-defunct company called Amraf. The course consisted of Windows 2000 and 2000 server. Having parted with a big sum of money and promised a job immediately after taking the exams, no big job materialised. At that time people with MCP and MCSE's were quite few. Nowadays, every Tom, Dick and Harry has at least one MCP or more.
Having learned from that experience, I have advised friends and colleagues not to take that avenue but to get a couple of networked PCs and some books and set time to learn.