I have. I'm an MCSE in NT 4.
They are pretty good, similar to the real thing.
If you can't pass them regularly, you ain't up to the real deal just yet.
Keep at it though. They are pretty much the best practice exams out there.
Seriously, don't quit. You can do it.
You have to realize this though, just passing an exam doesn't automatically
make you know everything there is to know about Microsoft networking.
The exams cover only a fraction of the whole realm of MS systems and how they work, break,
troubleshooting, and fixing of them. Read TechNet so you can see what I mean.
Know the theory behind it all. Once you do, the exams are easy as hell.
I would recommend you specialize in Exchange and SQL.
They seem to always be requirements in job openings.
After that, get Cisco certs, then if you feel like it, learn UNIX and some programming.
Good luck.