JavaScript is a scripting language originally developed by Netscape to add interactivity and power to web documents. It is purely client side, and runs completely on the client's browser and computer. JavaScript has ascended to new levels of popularity thanks to JavaScript frameworks and Ajax.
Java is completely different from JavaScript- it's more powerful, more complex, and unfortunately, a lot harder to master. It belongs in the same league as C.
DHTML is the embodiment of a combination of technologies- JavaScript, CSS, and HTML. Through them a new level of interactivity is possible for the end user experience.