Active Aerial
Any aerial with a built-in amplifier / booster

Aerial
Device which collects the radio signal.  The importance of a good aerial cannot be overstated.  More here
 
Amplifier
A device which makes small signals larger.

Antenna
Another word for aerial.
 
Aux in
Connection that allows you to listen to an external source (IPod, cassette walkman, etc.)
 
Head unit 
The piece of equipment that fits in the dash.  Used because the alternatives, 'stereo', 'radio' etc are misleading.
 
Line output
Allows the connection of external amplifier(s).
 
Passive Aerial
Any aerial WITHOUT a built-in amplifier / booster

Power output
Unreliable guide as to how loud a head unit or amplifier will go. 
 
Reception
Ability of equipment to pick up radio signals.
 
Signal
In a radio system, a transmitter encodes a message into a signal, which is carried wirelessly to a receiver. For example, the words "In-car DAB" might be spoken into a microphone, which converts the sounds into an electrical signal. The signal is transmitted wirelessly to the receiving radio (receiver) where it is reconverted into sounds.  The weaker the signal, the poorer quality the sound.