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Just a quick addition.
HTML/XHTML are interpreted languages which happens on the client side or the users machine.
PHP, ASP, .NET, Perl ect... are all interpreted languages which are dealt with on the server (as mentioned by Agent_Embryo). One of the most common uses is dynamic interaction with the database generally via forms.
This would be my simple explanation of the workings of web technologies.
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"Imagination is more important than knowledge..."
-Albert Einstein
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