MCSE - The Electives in a Nutshell Written by Michael Moncur. Published by O'Reilly. It includes TCP/IP, IIS4.0, IEAK4.0, Proxy Server2.0 and Exchange 5.5. Electives in a nutshell wont give you all the info you need to administer all of these products.  What you will get is the basic info needed for the exams.   You will need some hands on experience in addition to using this book, but between hands on, product help menus and Electives in a nutshell, you are well on your way.
		MCSE+I Practice Tests Written by James Michael Stewart and Gary Novosel. Published by Coriolis.  It includes TCP/IP, IIS4.0, IEAK4.0, Proxy Server2.0 and Exchange 5.5. The book contains about 100 practice questions for each of the above mentioned exams.  It also comes with a CD that contains adaptive sample tests.  The tests are nice because they give you good explanations as to why the answer is correct.  This will save you a ton of money over some of the famous sample test out there.