did you have any professional experience prior to that? i graduated in 05 with a ba in english, but will have my MS in CS in early 09 (so it'll have been about 3.5yrs of CS)... my professional experience is limited, so i anticipate a weird situation where i'm looking for jobs that i seem over qualified for (on paper) but may be under qualified for because i don't have the 3-5 years professional experience required...
I've had that problem before too. It's just the basic bootstrapping problem of starting a career that everyone goes through.
To answer your question, my only professional experience before finishing school was through internships, including one at Microsoft which I am sure has opened doors for me (although I can't be sure which ones), and my graduate assistantship.