MCP is basically what you are once you pass an exam from within its career map.

So Entry @ MCP then the likes of MCSE and so on, the more exams you do.

Eg, I am currently working on Cisco CCNA.

It is based on two Levels ICND1&ICND2, I have ICND 1 and passed the exam which makes me a CCENT.
Once I have done Part to I can then call my self a CCNA.

Have a look @ This

MCP Certification Requirements
Updated: November 21, 2007

Microsoft Certified Professional (MCP) candidates are required to pass one current Microsoft Certification exam* that provides a valid and reliable measure of technical proficiency and expertise.

MCP exams are developed with the input of professionals in the industry; the exams reflect how Microsoft products are used in organizations throughout the world. The exams are administered by Prometric, an independent testing organization with locations worldwide.
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Visit the Prometric Web site (prometric.com)
Exam requirements

Please select a Microsoft exam from any certification track here. If you intend to continue pursuing a certification track after earning your MCP credential, you may want to choose an exam that will apply to that track.
• Microsoft Certified Systems Administrator (MCSA) on Microsoft Windows 2000
• MCSA: Security on Microsoft Windows 2000
• MCSA on Windows Server 2003
• Microsoft Certified Systems Engineer (MCSE) on Microsoft Windows 2000
• MCSE: Security on Microsoft Windows 2000
• MCSE on Windows Server 2003
• Microsoft Certified Database Administrator (MCDBA) on Microsoft SQL Server 2000
• Microsoft Certified Application Developer (MCAD) on Microsoft .NET
• Microsoft Certified Solution Developer (MCSD) on Microsoft Visual Studio 6.0
• MCSD on Microsoft .NET
• Microsoft Certified Desktop Support Technician (MCDST) on Windows XP