I've actually written quite a bit about this subject in both book form and for online certification guides. You might want to run down a copy of my book IT Certification Success Exam Cram 2 (it's available online for less than $20, so it's not a huge outlay). On the other hand, you'll find much of the same stuff covered online for free in the certification area of InformIT.com (pick the items in the center menu that start under Table of Contents that read "Understanding IT Certification"). I'd suggest reading the whole thing, right up through Certification: Roles and Categories, then reading the first two sections of the Key Certification Programs and Topics. After that you can browse the remaining entries and read what interests you most.
My next recommendation is that you think about pursuing the MCSA with a long term goal of the MCSE. At that time, come back to me with more questions and concerns if you've still got them. But I think you'll find most of what you need to know in one or both of the aforementioned resources.
Good luck with your cert plans and studies. Do feel free to write again if I can be of further assistance.
This was first published in June 2003