PIO = Programmed I/O mode. PIO4 is 16.6MB/s but more importantly it's all CPU controlled I/O transactions.
(U)DMA (aka (U)ATA) is direct memory transfer, and thus goes straight from the Disk controller to memory. It doesn't involve the CPU directly in the transfer.
UDMA Mode 1 = 16.6MB/s also.
UDMA 2 = 33.3 MB/s (aka UATA 33)
UDMA 3 = 44 MB/s
UDMA 4 = 66.6MB/s (aka UATA 66)
UDMA 5 = 100MB/s (aka UATA100)