Ok, here are some basics on the different technologies. Broadly speaking (before anyone starts chipping in with the , "Ah, but..." comments) !!
HTML
All web pages are written using the HTML language -- this describes the content of the page and how a page is laid out. HTML is sent from a web server and the browser then displays it.
CSS (Stylesheet)
This is used in conjunction with HTML to style your page (colour, position, etc). Again this is sent from the webserver and the browser uses it to display the page
Javascript
This is a language used by your browser to manipulate the page being displayed on screen. It is always executed on the browser (so all the work is done on the users machine -- pc/mac/phone, etc). JavaScript is supported by all modern browsers, incudling some mobile phones (iPhone, Andriod, etc). The user does have the option to turn off Javascript (some consider it a security risk) however by default it is turned on and most modern sites rely heavily on Javascript. IE has one of the worst iplementations of Javascript (mostly for speed) but is much better in IE8/9
PHP
This is loosely based on the Javascript language (for syntax). It's major difference is that it is run on the webserver BEFORE the HTML page is sent to the users browser. It never runs on the browser. PHP is typically used to add logic/intelligent to a web page. (example,you have data from a Cumulus webtag to say it is raining, so show a picture of a cloud) Whatever output PHP produces must be in HTML. So, when you request a web page from the server containing PHP the web server will execute this, build the resultant page (in HTML), and send the result to the browser. PHP must be enabled on the webserver. Most good hosting firms enable it by default. Most free hosts do not.
When to use JS (Javascript) or PHP ?
Using PHP is much faster (usually) as all the work is done on the webserver (which is fast) and the result is sent to you
Javascript is slower as all the JS code is sent to the browser, then executed on the PC, and the page updated
A user may have JS disabled, so you might need to consider that your page will not work
If you do not have PHP on your webserver you need to use JS!
To be honest, you will probably use both.
If you look at this page...
http://www.grantownweather.co.uk/realtime it starts off as PHP so that I can use logic on the web server to build the page and send the results. I then use Javascript to update the page every 30 seconds and highlight changes in yellow.
What about Ajax?
Ajax is, in essence, a concept not a new language. It's basically JavaScript and it works in the background while you are viewing a page on the browser. In the above example, I am actually using Ajax methods to go back to the webserver and get data every 30 seconds; I then use Javascript to update the page layout/content
and jQuery?
This is simply a library of Javascript code (functions). Using jQuery I can use simple commands to do tasks that would take several lines of Javascript. jQuery is Javascript.
any questions? LOL Hope that helped