Martin Fowler’s page on the matter is a well-known guide.  Here is how he defines the differences in summary:

• Dummy objects are passed around but never actually used. Usually they are just used to fill parameter lists.
• Fake objects actually have working implementations, but usually take some shortcut which makes them not suitable for production (an in memory database is a good example).
• Stubs provide canned answers to calls made during the test, usually not responding at all to anything outside what’s programmed in for the test. Stubs may also record information about calls, such as an email gateway stub that remembers the messages it ‘sent’, or maybe only how many messages it ‘sent’.
• Mocks are what we are talking about here (the article): objects pre-programmed with expectations which form a specification of the calls they are expected to receive.

Happy Unit Testing

Seth