The student pilot received two weather briefings during which he was told at first that his route of flight was marginal VFR and later that it had gone IFR. In both cases, he was told that VFR was not recommended. In a post-accident interview the pilot stated that marginal weather did not bother him and that he knew 'how to fly in the clouds'. About 2:10 after departure, the pilot contacted New Orleans Approach Control and requested assistance in getting to his destination airport. He was told that all of the airports in the area were IFR. During the next 1:38, the controller attempted to vector the pilot to airports in the area in attempts to get the airplane down. Another airplane assisted in these efforts, but in each case, the pilot was unable to locate the airports due to the thick undercast conditions. While being vectored for an ILS, the pilot reported that his engine quit due to fuel exhaustion. He was unable to glide to the airport and crashed into trees about 8 miles short.