It’s a university degree, opposed to a “college” degree, in which you have free choice for majors and minors: bachelor degrees have a closed, standard curriculum and very few credits left for electives, while in college you kind of knit your graduation yourself by picking majors, minors and extras as you see fit.
Let me use myself as an example here. I’m doing a bachelor degree in Economics and a college degree in Letters. I consider both choices good, and here’s why. A bachelor degree, albeit seemingly inflexible, meets certain quality standards, which is very good for you. For instance, if it wasn’t for the curriculum explicitly making me take them, I would not have attended Methodology classes, or Social Accountings, or Mathematical Modeling, three subjects which I now consider central in my formation. Methodology taught me the philosophy of science, its real possibilities and drawbacks, its true extension and power; Social Accountings taught me a lot about ideology and the power of having information information presented at the right time, the right way; and Modeling is just about the most brilliant thing I’ve ever learnt in Maths.
So bachelor degree is a good idea when you’re going for a pure science in which you might as well use knowing deeply its many aspects. If it wasn’t for a bachelor degree in Economics, I’d probably not develop myself to my full capabilities as a researcher, and end up just choosing what I liked, ending up with little possibilities and a very narrow–minded idea of society and economics.
As for Letters, I’m studying it as a college degree. So right now I’m in the “basic cycle” which corresponds to “a–levels” or the “bac” or something like that. I’ll be ranked according to this year’s grades, and depending on my performance, I’ll be able to get into the nicer classes. Basically, Letters is structured “habilitations,” which are just like majors, “series,” which are similar to minors and “free courses,” which are something along the lines of extras.
So how does it work. I basically have a bigillion of credits, and I need to spend them with something. In order to get my degree, I need to hab (that is, to major) in at least one field of study: that could be a language (Portuguese, English, French, German, Chinese, Armenian, Ancient Greek, Swahili, Yorúbà etc.), or Linguistics, or Literary Theory & Compared Literature. I myself am planning to either just hab in Portuguese (with the advantage of having a lot of free credit to spend with minors and extras) or to hab in Portuguese & either French, Ancient Greek or Italian (I’m minoring the three of them either way).
With the remaining credits, I can take courses like language series (which go up to proficiency level), literature (some very interesting courses here, like French Theatre, German Lyrics, Brazilian Symbolism, Australian Angry Penguins etc, apart from the theory itself which sometimes rocks, sometimes bores), linguistics (I’m particularly interested in semiology and semiotics here).
But there’s more! If I so see fit, I can also request a seat in any basic course (or set of courses) in the university, I mean, a course from another faculty. For instance, I’m planning to take “Comics” in the School of Arts, “Basic Neurology” in the School of Medicine, and an “Mastery in Education” minor in the School of Education (so that I can be a teacher).
So as you can see, a college degree (as opposed to bachelor) rocks when you pretty much know already what you want, and where to get from, and when what you’re looking for, rather than an already–well–established school of thought, is a lot of knowledge from various areas. It gives you a lot of freedom and wide, wide possibilities, at the risk of setting you perhaps a bit too loose. Takes discipline to use a college degree well: not just emulate a bachelor degree, which would be mediocre, but also not just woohoo around until you noticed you have had a great time but are worth about nothing in terms of work. 
You’re not doing that one so soon. Ph.Ds are for graduated people, and its the highest degree one can get in academia. It means you have developed a new area of study in a certain school of thought, or set off the foundations of a new school of thought, or brought some seriously relevant ideas to humankind. This kind of degree is given for people defending seriously intricate theses, and it can only be granted by a set of “judges” from at least two different countries, having to be recognized by at least two universities around the globe. You won’t be doing that so soon.
I have no idea what a BSW is. MA stands for “Master of Arts” and its a different kind of graduation (more traditional in a sense—but appealing nonetheless, I myself would love to have an MA). It’s not the case for you, I’m afraid, as it’s a degree mainly for people who want to be Men of Arts or Men of Letters: teaches rhetorics, logics, philosophy, arts, music etc. Lovely lovely lovely. But not of much appeal to the job market, if that’s a concern for you.
An MSW is a Master of Social Work. Has to do with social work (“no way, Bruno!” 
): organizing groups, managing stuff etc. Not really what you’re looking for if you mean to study Psychology, I guess… 
You need to start from the beginning: that is, a graduation. Graduations are usually either bachelor degree, college or MA. After you graduate, you’ll be able to work in your field of study, academically and professionally. If you want to go further in your studies, you get into a post grad course, or a mastery, or a doctorate 
Ph.D), or start developing field research (which can eventually become a mastery or a Ph.D anyways). But for now and for the next four years or so you’re going to focus on graduating: that means bachelor, college or MA.
No idea.
I can only guess. (My guess? “Art” focusing on psychoanalysis and working as a shrink or psychologist of some other sort; “Science” focusing on research and social psychology.) But if possible, go to a college and have a basic formation in both fields.
