Messenger RNA, or mRNA, is used to carry or contain the information that DNA contains. DNA is too large to be carried out of the nucleus, so mRNA is used to transport the necessary information to the ribosome in order for protein synthesis to occur.
Transfer RNA, or tRNA, is used to convert the information contained in an mRNA molecule into a protein via the process of translation. tRNA effectively transports the necessary amino acids (those coded for by the mRNA sequence) to the ribosome, in order to form a polypeptide chain via a series of condensation reactions.
Ribosomal RNA, or rRNA, is synthesised within the nucleolus, and makes up part of the ribosome, along with ribosomal proteins. The ribosome is the attachment site for mRNA, and is where proteins in their primary sequence are formed in the process of translation.