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OK a summary is needed:
HTML
You seem to know already. Used for specifying the content of your webpages and a limited amount of layout. Not a programming language, but a Markup Language.
CSS
Used for specifying more advanced layout and appearance info for HTML based content. Also not aprogramming language.
Javascript and VBscript etc
Client Side scripting language. This means code is sent to the browser and is executed by the browser, meaning you can do things like take mouse and keyboard input and influence the page displayed without refreshing. Has some limits placed on it to provide some level of security (eg you can't modify the local filesystem).
MySQL
MySQL is a database management system (DBMS). The databases themselves are just files that MySQL manages. SQL is the query language used to interact with MySQL.
PHP and ASP
These are both server side scripting languages, PHP is open source and ASP is from Microsoft. They do the same thing in slightly different ways but that's not important. A php script is run before the page requested leaves the server, and controls what is sent to the browser. This means you can't do the client side stuff from javascript and the like, but it is ideal for (and in fact was designed for) serving dynamic webpages. Dynamic means you as the coder have control over how each requested page looks every time it gets served. Serverside languages can dynamically generate all of the above languages and send it all to the browser/MySQL system as appropriate. This lets you do templates and automatic layout. They can also accept form input, which allows users to interact with the site. A good example of a PHP based application of this type is VBulletin, the forum software for WT.
The example you give of
<?php echo "Hello World"; ?>
is pretty useless - but hey it's only an example. Consider what would hapen if it were to be:
<?php echo $stuff; ?>
where $stuff came out of your database?
That's exactly what PHP does (among a lot of other things).
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