Basically you're asking about different scripting and programming languages for the most part:
Perl used to be the big guy in town for building software applications for Linux boxes, but PHP has since taken over and shown it can do more and better with less hassle.
CGI is basically associated with Perl...
MySQL is a form of database, more efficient than running Access on a server, and nowadays you get a lot of PHP applications running on a MySQL database backend.
Javascript is more extra functions you can add to HTML pages - not always a good idea from a search-engine friendly point of view, and especially with a significant number of surfers with JAvascript turned off - Ajax looks like a really interesting development to come out of it, though.
JSP and SHTML - actually not too sure about these - I tend to associate them as rough equivalents for Windows of PHP, etc.
.NET is a sort of computing architecture - a bit out there for me I'm afraid.
