If you're going to try and learn Windows 2000 on your own, the best software you can get is the OS itself. One copy of Advanced Server and one copy of Professional. You would want to have at least two computers at home so you can network and simulate a server/client environment. Ideally, you would have a third computer, so you could mess around with two servers (Active Directory Replication, etc).
I used the Microsoft Official Curiculum. It doesnt cover everything you need to know to pass the exams, but it really gave me a strong understanding of the very basics. Additionally, it comes with 120 day versions of the OS's which is a huge bonus if you are going to try it alone.
Transcender's are probably the biggest test simulation software. I found them very useful for the Server, Professional, Active Directory and Network Infrastructure exams, but they were useless for the Design exams.
People also use "braindumps". Don't be tempted by these. Learn your stuff. Use the braindumps as a tool, not a means to an end. Nobody wants another "braindump MCSE".