XC = Cross Country - long distances, mix of some technical but generally fast rolling terrain.
FR = Free Ride - A catchall... some people think of it as more extreme cross-country while others regard it as mainly all singletrack with a fair amount of jumping and hucking
DJ = Dirt Jumping - think BMX but generally centers around doing big and long jumps
DH = Down Hill - All gravity. Start from the top and get to the bottom as fast as you can. There may be a few pedalling sections though but no climbs.
Urban = Well... any hardcore riding done on mass amounts of concrete structures.