DHA = Docosahexaenoic Acid
They are both long-chain omega-3 fatty acids (polyunsaturated). They're essential fatty acids, meaning they can't be produced/synthesized by the body and must be obtained through diet. Most commonly found in marine oils.
ALA (Alpha Linolenic Acid) is a short-chain omega-3 fatty acid, most commonly found in plant oils. It can be used in the body to form EPA, and then DHA from there, but with great inefficiency in both conversions.
Sources:
1. http://en.wikipedia.org/wiki/Omega-3_fatty_acid
2. http://www.cooperaerobics.com/Health-Tips/Vitamin-Aisle/EPA,-DHA,-ALA-What-Does-It-All-Mean.aspx
3. http://www.nlm.nih.gov/medlineplus/druginfo/natural/993.html
