Helping people with computers... one answer at a time.
I know, that's not very helpful. Let's see if I can explain in a little more detail.
Anything that happens on your computer happens because some kind of program tells your computer to do it. In fact, quite often it's some kind of program telling some other kind of program to do it. It can get quite complicated, as you can imagine.
Take web pages, for example. Each web page is, essentially, a kind of computer program that tells your browser what to do. And, naturally, there are several different type of programming languages that can be used.
In (over) simplified terms:
HTML, or HyperText Markup Language, is the basic language of the web. It describes how a page should look. The browser follows the HTML instructions as it reads and presents the page. Once the page is complete, the browser's done, and the HTML "program" is over.
DHTML, for Dynamic HTML, adds more programming constructs to HTML to create a way for the DHTML "program" to "do" things dynamically. For example with DHTML the web page can specify actions to be taken when certain events happen. A good example is what happens if you move the mouse over this sentence and see its color change from black to red.
ActiveX is the next level up. It, too, represents a programming language, but in a different form. An ActiveX control is more like a ".EXE" or ".DLL" file on your computer. Much like that .EXE, it can be written in any programming language, but is "compiled" or transformed into your computer's "machine" language before it gets distributed for use. ActiveX controls have the most power and speed, and represent the most danger. That's why you'll almost always want your browser to ask you before downloading and installing any ActiveX controls.