Start small, think big.

Sadly, you can’t walk into an agency and be a creative director. You've got to work your way up and work your ass off.

Here are two small ways you can make it big in this business:
Almost all agencies have summer internships. Check on their websites or ask my bff Google. Apply to as many as you can, in any department. Once you're in, you can get a feel for what the business is really like and make connections that'll help you when you are looking for a full time job.

Even if you've already graduated, write a kick ass cover letter and show them just how thirsty and motivated you are.

Motivation always wins.

Creative assistant
Seek a freelance or full time position as an assistant to creative directors. You get a front row seat to all the action, a backstage pass to the politics and you meet every level on a team so you learn what and what not to do very quickly. Make your desire to be a creative known, look for mentors, share your work and get feedback and try to get involved in projects.

I know quite a few people who started as assistants and now have business cards that say "copywriter" on them. Most notably, Mat Zucker, now COO of OgilvyOne.

Again, motivation wins.