Breaking into the market

Hi Guys,
I am keen to land a job in Java Programming and would appreciate any advice...
I have a good Physics Degree rather than a computing one but I am currently studying for a HND in Software Development and the SCJP exam. What do people feel is more important to have the HND or the SCJP?
Also it can be tough to break into the market without experience - the old catch 22 situation. How did those of you that work in programming get your first job ? And what level were you at - i.e. could you already write programs or did you learn to program on the job?
Your feedback and experience would be welcome.

The catch 22 is always there in the job market, regardless of the field. The trick is to find a way in using what or who you know. For me it was a co-op program at the university I attended many years ago. And I know several people where I currently work that broke in using the same technique quite recently. And don't turn down opportunities to work in related fields, eg. a financial industry job will provide you with a lot of domain knowledge that can come in handy later.

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