Do I have to attend official training to be MCSE certified?

You don't have to attend "official" training to become MCSE certified, but I would definitely find out the test requirements, get MCSE prep books from the library or buy prep books, and/or attend on-line or traditional MCSE preparation classes, since these are tough tests.

The MCSE on Microsoft Windows Server 2003 is made up of:
1) Six core exams
a) Four networking system exams
b) One client operating system exam
c) One design exam
2) One elective exam
3) Microsoft recommends that MCSE candidates should also have at least one year of experience implementing and administering network operating systems and desktop operating systems.

Note: Most people first get their CompTIA A+ Certification first, then move on to the MSCE certifications. Here's info about the A+ Certification tests from the official CompTIA association:
http://certification.comptia.org/

Here's the specific requirements for the MCSE 2003 Server Certification according to Microsoft: http://www.microsoft.com/learning/mcp/mcse/windows2003/default.mspx

If you want to see what the requirements are before you prep for the A+ or MSCE tests, you can check out the online cert classes at http://www.ed2go.com They only provide A+ and one or two of the MSCE tests, but it will give you info about course requirements to get you started.

Good luck!

no. just go take the exams when you feel ready.