PCI-E is the type of slot that it goes in. all video cards now are either AGP, PCI-E, or PCI
normal PCI is for really low-end cards
AGP is what replaced PCI video cards for the most part, because PCI is slower
PCI-E (different to normal PCI) is the newer slot, replacing AGP, which has much more bandwith (bandwith = rate at which data can be sent through)
basically, if you have an AGP motherboard, you can only use an AGP or PCI video card (just about every computer has normal PCI)
if you have a PCI-E motherboard, you can use a PCI-E video card
and motherboard = where everything gets plugged into