Yeah the order is...
Goto a training center and enroll!!!
I tried to do self study. There is alot of info missing from the books you have that you need to know on the exam. MS does that on purpose. The only people I recommend to do self study is the people with MCSE for NT already.
If you are going to self study, learn the ins and outs of all four core first. Every core exam involves all four core question. The Pro exam has more server questions on it than you'd think. The server exam has more network administration questions than you think.
Purchase the Transenders software!!! If you can pass those, you can pass the exam. You have to know why the answers are wrong on the transenders. WWW.Transenders.com.