This was the last exam I took in my NT4.0 track of exams.
It can be a tough little bugger of an exam and I would not take it lightly. Remember, this exam is designed around a specific product and is 68 questions long. That's a lot of questions on one specific product.
Here are some links to help you guide your studies:http://www.microsoft.com/traincert/exams/70-088.asphttp://www.microsoft.com/traincert/syllabi/836Cfinal.asp
Preparation materials I used were:
The MOC class for the 70-088 exam.
The Sybex book Proxy Server 2 Study Guide. ISBN 0-7821-2194-2 I thought this was a pretty good book.
Transcenders practice exam for Proxt Server 2, which was pretty good too.
Hands on with the product in a test lab at my old job. I looked for the evaluation copy, but Microsoft doesn't offer it anymore.