Broadly speaking, its hard to get a job at a VC straight out of school. This applies to PE/HF as well. If you look at the resume of the associates (the lowest position) at such firms, you would see that they would have had a few years of experience at either an investment bank or a consultancy firm.
So, to answer your question, stopping short of doing something remarkable, apply for a position in an bank and look to move after 2-3 years.