I can't tell you EXACTLY what these extensions mean. However, i usually means that they are processed on the server differently then regular HTML which is static. More specifically .phtml may mean that it has PHP scripts scattered throughout the page that need to be interpreted before the page is passed to the client's browser. In the case of jhtml, there could be some JSP in the page.
You can tell your server exactly what extensions you want the PHP (or any other server-side language) interpreter software to treat as a valid document.
Hope this helps.
-S