I'm in exactly the same situation as bobo0605, and need to upgrade the Win2k MCSE before the exams retire at the end of march.
I tried 70-292 a couple of saturdays ago, and it was truly horrible. As another poster said, know DNS inside out, amongst other things.
I spent a week felling horrible and depressed, as I hadn't failed an MS exam for 10 years. Last saturday, I had 70-296. It wasn't a walk in the park, by any means, but a lot better than 70-292. I genuinely didn't know what to expect when I hit the 'end exam' button, but I passed with 737/1000 (pass was 700)
Luckily, I've got second shot on 70-292, and am planning it for the start of march, to allow myself 2 weeks, in case I fail the wretched thing again. Don't forget, if you fail any of these exams twice, you have to wait 2 weeks before you can book it again.
Over here in the UK, I don't think we have VUE centres any more. The centre I sat these ones was very strict. No bottls of water, no sweets in the exam room, which I thought was a bit extreme. When I saw the questions and started sweating (and swearing, I took my sweatshirt off. The woman was in within a minute telling me I'd have to put my sweatshirt in a locker, so I put it back on. Best centre I went to was one where the guy running it was a heavy smoker. He used to let candidates have a cigarette break out on the balcony with him! Unfortunately, it's closed now. Some of the other test centres are also expensive training venues, and you can go into the fancy coffee lounges and get caffeined up before the test.
Good luck to everyone with their certs.
gaz