What is a trademark?*
   The US Patent & Trademark Office ("USPTO") provides a definition here: http://www.uspto.gov/web/offices/tac/doc/basic/trade_defin.htm.  Basically, it's any symbol or word that identifies goods or services.   

What is a copyright?
   Copyright protects original works of authorship, fixed in a tangible form.  The Copyright Office's website, www.copyright.gov, is unbelievably helpful.

What is a patent?
   I wouldn't even presume to say - just go here: http://www.uspto.gov/main/patents.htm.  It makes me nervous just thinking about it.

What does TM mean?  Do I need to use it?  What about ®?
  The (®) or circle R is used only to designate a federally-registered trademark.  Until you have a registration certificate in your hand, you can't use it.  Before a registration issues, you may use the "tm" or "sm" designations.  Neither carries any legal significance but you may use them to indicate that you're claiming rights in a particular mark.

What is your favorite movie?
   It's a toss-up between This is Spinal Tap and The Philadelphia Story.

*Of course nothing on this page (or this website for that matter) should be construed as legal advice.