It all depends on what you want to do. There are 7 exams in all in the MCSE track. But IMHO without proven experience in the field the MCSE is not really worth the paper it is printed on in this current market.
If you have any experience in OS level network support then a cert in that particular OS would be a logical choice. If you do not currently have any experience in any chosen field then maybe a non vendor specific cert like the Network + or Server + would be a logical choice.
Be aware though that if you are without epxerience you may want to set your sights on obtaining employment in help desk support or a similar function as I doubt an unexperienced person would have any easy task in attaining employment as a Network Admin in this market (although there is a very remote possibility).
All in all, the cert should be a reflection of where you want to progress in this big bad world of IT. If you want to work with network hardware go the Network + route and then on to the Cisco or similar certs.
If you want to work in OS support go with one of the vendor certs, be it Novell, MS or Linux. Either way good luck in your search.