Community colleges can do it, but expect it to take a very long time (since you need to figure only one MCSE-related class per semester), and they often require taking A+ or Net+ as a prerequisite (as the one in my area does).
Otherwise, go to a specialized training center (one that is partnered with Microsoft as certified). You'll probably finish MUCH faster, provided you are good with computers to begin with.
The main thing, though, is to definitely take a class. Just reading a book is almost never enough. Combine classroom with books and online practice testing services.