Pre-Banker with little knowledge from Midwest looking for some tips

Okay to tell you about myself I have an engineering background, and will finish up my masters degree by about spring 2012. What should I do in the meantime to get into the banking field? Should I try to get an internship at a local firm (maybe in the winter during my masters degree) or try to get a full time roll right away? I am basically strictly looking at boutique firms, as that is all that is out in the Midwest. I have gotten some responses back, and might be able to snag an interview. How do I ace the interview and convince them that this is the right job for me? I know I am the perfect fit to be a banker, I work very hard, I have a strong desire to make money, and I have a genuine interest in the field. I have proven success in everything I put my mind to. Should I wait, finish the masters degree, then apply to full time positions?

Now lets say I get a position, as an intern in the winter (like the firm creates a month long internship for me, not sure if paid or unpaid), and I do stellar in this internship, what next? Should I try to work for that firm as an analyst? Should I try and start applying to some really good boutique firms?

Lets say nobody creates this winter internship idea (which I think 1 firm might do for me), what do I do? Should I apply for intern positions after my MS is done in spring 2012 (because I have no banking background) or just apply right for an analyst position (this I think I need to do).

Let's say nobody hires me for anything. what do I need to get hired at one of these firms? I know somebody that knows a lot of people in banking, he used to be my neighbor, should I talk to him and try to get some setups, he really likes me and my dad.

Once I get a job if I am lucky enough, can I move to New York somehow and transfer firms, how to do this? I honestly think I'm a good candidate at some of these firms, like I see some where the MD and others have harvard degrees, but a lot of what I see are associates from no name schools with like communication degrees, so I feel they select more on aptitude for banking rather than prior knowledge.