Focus more on the resources at your school than on the degree. You want to attend a school that has good entrepreneurial resources, such as student start-up incubators, business plan competitions, mentoring, etc. Regardless of what degree you have, these are resources that you can use to learn about entrepreneurship and build a company while still in school.

Stanford, Duke, and University of Texas (Austin) are schools I know of with good entrepreneurship resources. Since you're about to graduate in a few months, you may have already picked your school. In that case just make sure to seek out whatever entrepreneurship resources are at your school.

If your school doesn't have any entrepreneurship resources, go make some! Start a business plan competition, or a business incubator.

Good luck!