I picked up the MCSE Self-Paced Training Kit: Microsoft Windows Server 2003 Core Requirements, Exams 70-290, 70-291, 70-293, 70-294 and I have to say these books are not for beginners.
They make the assumption you already have experience dealing with Windows 2003 servers. Of course if you already have experience with the Windows 2003 why would you pick up the book in the first place?

I find a lot of concepts are not covered properly (Active Directory) and the labs dive into steps which are not fully explained (Connect to the remote computer, for this exerise. Huh? How the heck do I do this?)

I have go back to amazon.com again to find a good book that explains about Windows 2003 fully and plainly.