Your going to need to work for your 2 years at GS/MS then work in a PE shop such as KKR/TPG and apply for business school. Most PE guys post-MBA have PE experience prior to attending B-school. You will be heavily recruited your first year to make sure you are getting good deal experience and then interview for PE shops. Go to Wallstreetoasis for more information.
I visit WSO often already, thanks for the input though.
What if I don't get an offer from a megafund, but rather a MM PE firm?