One last note, MCSE would take a long time to study for, and pass. Whatever knowledge you did get from studying from the test would help, but that time would also take away from your personal life.
So it might actually be better to "not" get one, because you might actually be hurting yourself with all the time and effort that it takes to get the certificate.
If you don't have an MCSD, you should try getting that instead, and you'll improve your career.
As far as your friend sigma, I think he's one of those people who wants to know everything about computers(like me), but it backfired on him.
If he got an IT certificate, which landed him an IT position, when he just wanted to be a programmer, then he should've just stuck with programming.
I know that I was thinking about getting an associates degree in networking after I get my b.s. in computer science, but then again, what would the point of that be? Well it would be nice because I could have a wealth of knowledge about computers, which would make me "seem" smart. It might even help me down the road in my career. But then again, I would just be better off getting an m.s. in c.s. or an associates in math... right?
Anyways, I hope you get my drift (on why your friend got his MCSE). He just wanted a well rounded knowledge of computers, and it hurt him in the long run.
Maybe he wanted to become an IT, but decided it wouldn't be the best for him since he had already gotten so far through his c.s./math degree. But I don't know which one it was...
He could've also gotten the certificate to land him an entry level position before he graduated, so he could make some extra cash. I personally don't know the exact answer, but it's probably one of the three...
So... no it probably wouldn't be beneficial for you to get your MCSE- there :)