Market Order:

Buy or sell for whatever you can get for it ASAP.

Stop Order:

A Stop Order is when you tell the broker to trade your stock once it reaches a certain price (above or below what you bought it at).  Once it hits that price, it turns into a "market order" and gets executed at whatever the going rate is.

Limit Order:

A Limit Order is where you tell the broker to ONLY execute at a specific price (above or below).  Example - buy 100 shares at no more than 20.  Or sell 100 for no less than 20.