I agree fully.
To get anywhere in IT you really do have to start from the bottom and work your way up.
It's best to plan an MCSE from the start. I did this and it made me more focused. You can also work it so that you're as highly qualified as possible at any given point.
This is how I did mine.
Exam 70-290: Managing and Maintaining a Windows Server 2003 Environment (got me an MCP)
Exam 70-620: TS: Microsoft Windows Vista, Configuring (got me an MCTS)
Exam 70-291: Implementing, Managing and Maintaining a Windows Server 2003 Network Infrastructure (got me another MCP)
Exam 70-299: Implementing and Administering Security in a Windows Server 2003 Network (got me my MCSA)
Comptia Security+ accreditation. Counted as elective credit and got me the MCSA: Security accreditation as well as the seperate Security+ accreditation.
Exam 70-298: Designing Security for a Windows Server 2003 Network.
Exam 70-293: Planning and Maintaining a Windows Server 2003 Network Infrastructure (another MCP)
Exam 70-294: Planning, Implementing and Maintaining a Windows Server 2003 Active Directory Infrastructure (another MCP). After completing this exam, I had the MCSE: Security accreditation.
I have also done the exam 70-351: TS: Microsoft Internet Security and Acceleration (ISA) Server 2006, Configuring. This counts as an elective exam towards an MCSE or MCSE: Security accreditation, although it didn't in my case. I just had to do it because my job requires me to know a lot about ISA server.
Of course, this isn't the only way to go about getting an MCSE, MCSE: Security or MCSE: Messaging. There are 4 core exams to take, one client OS exam which has to be taken (choice of 3), and 3 elective exams where you choose what you want to learn about. If you go for a security or messaging specialisation, there'll be an additional exam to take at some point. You can also take the exams in whichever order you like.