I have sent a few CV's out to companies for a junior programming job. The feedback I am getting back is that the only way someone will employ me is if I have proof of concept, IE formal certs or diploma's

I have decided the best way to go is some MS certifications. I know they have been discussed at length and im pretty sure of what ones I want to go for so I was wondering does anyone know which materials are best to study for these exams? Or which place is the best for sample papers.

Thanks.