See Sun's Java Certification page for details on the different exams.
The "entry level" SCJA exam is not required for the SCJP.
SCJA is for an "Associate." The exam is higher level overview of Java's capabilites (micro, standard, and enterprise) without going into detail on how everything works. My understanding is that it's intended for people who will work with Java, but not actually be doing the programming -- for example, project managers.
SCJP is for a "Programmer." The exam covers language foundations in detail and is a prerequisite for more advanced exams (like web component development). If you are a programmer, this is generally the place to start.
"We're kind of on the level of crossword puzzle writers... And no one ever goes to them and gives them an award." ~Joe Strummer sscce.org