Can I just pay for the test?

Hi,

I am thinking on taking the MSCE, does anybody know if it is possible to pay just for the test and do self study? i cant afford right now to pay the training and i am still paying my computer science degree.
I am also traying to get some security certification, any advice in this matter? again, can i study it myself and them pay just for the test? which certified is the most recommended?

Thanks