You should take first the exams to achieve the MCTS, since it is a prerequisite for obtaining the MCPD. After you have earned the MCTS you can, if you wish, take the additional exam for becoming an MCPD.
There are several variations depending on your specialty. In your case, since you develop both Windows and Web applications, you could pursue the MCTS (and MCPD) either on Windows or on Web applications. Take a look at the certification pages to find out
the available certifications and associated exams:
http://www.microsoft.com/learning/en/us/certification/cert-vstudio.aspx