I work at an internet security consulting company. This means I get to break into computers, explain to the people who own the computers how they were broken into, and get paid for it. Very satisfying work.
One of the most entertaining parts of this work is the post-audit meeting where you sit down with the client and explain how their networks were penetrated. The system administrator is usually present at these meetings.
I have found that systems administrated by MSCEs are usually the easiest to break into. Despite the simplicity of some of the techniques used in these break-ins, I often find it very difficult to explain them to MSCEs. Lots of times they do not understand file permissions, buffer overflows, or even TCP/IP. If you want to admin NT, you should get an MSCE, but please please please don't let that be the extent of your experience. I suggest learning to administrate a unix regardless of the platforms you intend to work with, because to run unix servers you generally need to have a very firm grasp on what you're doing.