MCP :
The Microsoft Certified Professional (MCP) credential is for professionals who have the skills to successfully implement a Microsoft product or technology as part of a business solution in an organization. Candidates are required to pass one current Microsoft certification exam.
MCSA :
Microsoft Certified Systems Administrators (MCSAs) administer network and systems environments based on the Microsoft Windows platforms. Specializations include MCSA: Messaging and MCSA: Security.
MCSE :
Microsoft Certified Systems Engineers (MCSEs) design and implement an infrastructure solution based on the Windows platform and Microsoft Servers software. Specializations include MCSE: Messaging and MCSE: Security.
All information directly here : http://www.microsoft.com/learning/mcp/