How to validate and upgrade my knowledge of SQL Server with MCSA
Do I need this one at all ?


No. The MCSA (and MCSE) are aimed more at administering networks, not SQL Server. These particular 2 are aimed at administering Windows 2003 networks. I think you would be wasting your money taking them as I think these 2 certs will be retiring soon. The Windows 2008 versions use the newer MCTS/MCITP naming convention.

In general, the current naming convention progression is MCP (MC = "Microsoft Certified", P = "professional", one exam, of anything), MCTS (TS = "technical specialist", one introductory technical exam), MCITP (ITP = "IT Professional", the relevant MCTS plus one or more "pro" exams). There are MCM (M = "master") certifications, but those will cost between $10k and $20k, so only if your company will pay for them would they even remotely be practical.


  What is correct name in MS terminology for SQL Server Administrator?


SQL Server certs. Start with the relevant exam for the MCTS, that would most likely be 70-432. Then when you know more, take the 70-450 exam. That will give you the MCITP: Database Administrator SQL Server 2008 certification. You cannot get the equivalent SQL Server 2005 certs because they were retired in June.