Get a study guide. Many written study guides are available for the MCSE. These guides will help you understand the concepts and questions that the MCSE exam covers.
Sign up for training classes. Microsoft licensed training centers exist all over the United States. At these centers, professional instructors can teach you what you need to know to pass the MCSE. Visit Microsoft's Class Locator to find a nearby training center. If there is not a training center near you, you can also enroll in online classes.
Take practice exams. Try to emulate the real testing conditions as much as possible. Give yourself a set amount of time to finish the practice exam and do not let anything distract you. Your scores on the practice exams will indicate whether you are ready to take the MCSE or if you need to study more.