In most areas of IT, you can learn only so much from school or certification courses; eventually, it’s crucial to get hands-on experience. And so it is with Windows administration.
Most fields have an experience conundrum to some degree: You need experience to qualify for a particular job, but you can’t get that experience until you have done that job. A great thing about IT, though, is that it’s sometimes possible to do an end run around the problem. In IT, hands-on experience can often be acquired using tools on your own computer or accessible through your current job before you try to get the new job.