I picked up Implementing and Administering Security in a Microsoft Windows Server 2003 Network.
I think its a great learning book..Comes with evaluation copys for 2003 server.
Its not a great exam study guide..but if you will be working in windows network..I think its a great buy.
Great hands on labs from CA, Kerbos, IPsec, Scanning, baseline anayzer, GPO for security, GPO sercurity templates, wireless.
If you find your self studying the guides for exam and wondering.."How exactly would I set that up"? This is a good book

If you can set up your lab with 2 PCs..You can pretty much try everything in the book.
Seek