Even if you have not finished, you will not lose credit for any Windows 2000 compatible exams you have taken up to that point. The only thing that will happen is that your MCSE will lapse, and when you finally do complete the requirements for the Windows 2000 MCSE, you will be reinstated as an MCSE again. In the interim, Microsoft will report to anyone who asks that you are not an MCSE, because you will fall off their rolls of registered MCSEs. No big deal, unless you happen to be looking for a job during that interregnum.
This was first published in May 2001