First of all, if you're just starting out with VB you're probably going to find the exams considerably difficult. I would definitely recommend you get some experience programming with Visual Basic. If you're doing this on your own (you don't program for a living), I'd recommend picking a pet project and working on it.
For instance, my first project was a graphics editor. You may choose to build an application to manage your CD collection or something. The point is to actually build something useful with Visual Basic.
In addition to the experience, I recommend that you read my book MCSD In a Nutshell to prepare for the exams (but don't read this book if you're not comfortable working with Visual Basic, as it assumes a level of proficiency), and I also recommend that you check out the Transcender preparatory exams. If you can pass the exams in my book, as well as the Transcender prep tests, you should do fine.
This was first published in March 2001