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You may want to wait until early 2008, by which time Microsoft's new certifications in its MCTS (Microsoft Certified Technical Specialist), MCITP (Microsoft Certified Information Technology Professional) and MCPD (Microsoft Certified Professional Developer) lines should be fully fleshed out for Windows Server 2008, along with Windows Vista. I recommend this because if you're just getting started now, you'll be able to garner a better return on your certification investment if you go after these new programs, rather than pursuing the older MCSA/MCSE and MCDBA credentials currently based around Windows Server 2003 and Windows XP.
That said, it may be the case that pursuing the older credentials makes more sense in your part of the world, where companies and governments may be slower to upgrade to a new Windows Server operating system.
The recommended sequence for the older certs is MCSA, then MCSE for network administration, and MCSA then MCDBA for database specialization. For the newer programs, you'd start with one or more MCTS credentials, and then move into one or more MCITPs for the network administration and data management sides, or one or more MCPDs for the database development side.
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