Becoming a licensed clinical social worker takes some effort and time after receiving your MSW, but often results in a range of clinical job possibilities. Those who wish to practice therapy are often encouraged to obtain one of two licenses Colorado has to offer for social workers: the LSW and the LCSW. The LSW is actually required for those working toward an LCSW.
The NASW Colorado chapter website is a good resource for those interested in pursuing a social work license after receiving their MSW. The section which particularly talks about licensure in CO is: http://www.naswco.org/displaycommon.cfm?an=6
There is also another good resource on this site which can be accessed by the following link: http://www.naswco.org/associations/2242/files/LicensureFlowChart.pdf
The NASW CO chapter website also has a good amount of links that will connect you to the Department of Regulatory Agencies (DORA) under which social work licensing falls.