I imagine that there is a book which covers everything that will be on the C# exam, so you may want to get that so you will know what areas you will need to learn. There may also be sample tests online, which also would be a good way to see what the test will be like.
Other than that, if you don't already have one, you'll definitely want to pick up a C# compiler so you can write programs as practice. If you don't want to buy Visual Studio .NET 2005, you can download the
.NET SDK from Microsoft. You'll have to write your code in a plain text editor, but it won't cost you anything. Though, the exam might cover some version of Visual Studio .NET, so you might end up needing it.
You could also try
Visual C# Express, which I believe is free, but may differ or lack important features from Visual Studio .NET so that using it could hurt you on an exam.
Coming from a C++ background, I found C# fairly easy to pick up. However, there are subtle differences that will trip you up if you assume language elements of C# are just like they are in C++. For example, with switch statements in C#, you have to explicitly declare it if you want one case to fall through to another, whereas in C++, you have to explicitly declare if you
don't want the case to fall through to the next one.