IMHO, I would start of by studying the fundamentals of TCP/IP suite protocol. In order to be an ethical hacker you need to be familiar with this fundamental concept. Therefore, before attempting the CEH or OSCP exam I recommend that you go for basic level certifications such as network+ and security+.

I remember when I was in college studying for my Civil Engineering mayor, I received my first computer from my parents. That's where my interest in computer security was born. I ask myself the same question you're asking now and the advice I received was to learn TCP/IP then later focus on certs.

When I had my first security related job interview, the first questions asked was all TCP/IP related. Thank God for all the reading and studying of this subject and hacking concepts that I was offered the job of as a Junior Network Security Analyst.

Anyways enough of me, both the CEH and OSCP are good certs but CEH is more popular and is well known among the security industries. Having this in your resume is a plus if your are looking for job in the pen-testing field. Remember though, cert alone doesn't mean you're proficient as an Ethical Hacker, some experience is required but it could help you land a job where you can mature and gain the required experience for later becoming an EH.

As for the OSCP, this cert is new and I think it will be popular. I personally consider this to be an advance cert. The OSCP tests your technical skills as an EH. The exam consist of 4 to 5 challenges where you literally have to hack an unfamiliar network with different types of OS such as Windows, linux and Solaris. This is not an easy exam but you do have 24 hours to complete the challenge.

In conclusion, I recommend that you get know TCP/IP very well before or while you're studying for the CEH. The CEH is considered to be an intermediate cert so focus on this first and then take OSCP course.

-CEH, multiple questions
-OSCP, practical challgenges

Hope this helps, and oh yeah, welcome to EH-NET 

Thanks for the advice blackazarro and Manu, I do have a general understanding of TCP/IP concepts but probably not to the level that I should.  At least now I have a place to focus on before getting to far down the wrong path.  Thanks again, SpoonyG.