You must pass any single current Microsoft certification exam (with very few exceptions) to become an MCP. See the Microsoft official MCP requirements for more information. But any $125 exam will get you this credential. If, however, you may want to step up to MCSA, MCSE, or some other MS credential later on, you should be sure to pick something for your first exam that will also count toward a subsequent cert. That's why I recommend starting with 70-210 Win2k Professional or 70-270 WinXP Professional as a good place to start.
This was first published in April 2002