Sir,
If you go to a good class, you will have labs to practice on there, and
they will also invite you to come back on to re-take classes or
hopefully even have extra time each week set aside for you to practice
on. There are licensing issues involved in giving you software copies,
and frankly the classes are expensive enough without them throwing that
in too. Sounds like you may not have gotten a good deal on your classes
though.
Good news is, yes, the Microsoft official study guides for the MCSE
series are pretty darn spiffily good. I used them in getting my MCDST
and some of the tests for my MCSA (my employer pitched in for some MCSA
classes, so I didn't buy the books there). You'll find that Microsoft
has come up with a good way around the "practice software" thing and
includes a copy of Server 2003 with a 90 day license in with at least
some of the books. (Perhaps not all in the series, I can't quote that I
suppose, but quite a few.) Even if you somehow get a copy that doesn't
have that (say you buy used), you can get evaluation copies designed to
work with the free Microsoft Virtual PC software at
http://technet.microsoft.com/en-us/windo...
(Yes, it's only a 30 day license for that... but, it's a virtual
server; just delete what you've been using after the 30 days, install
fresh again, you have a little more time to play with it.)
Let me commend you while we're at it for wanting to actually learn the
material, not just pass the test. Trust me, passing tests is nice, but
it won't help you keep the job you might get with the certification. If
you aren't sure about the MS books even after this answer, just buy
one. I think they're only $30 something at Amazon, not a bad investment
to check out the series and see if the books might actually be for you.
Best of luck getting your MCSE!
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