ATA is the interface, the way the hard drive communicates with the motherboard/controller.
IDE is the connection type.
DMA is Direct Memory Access, it allows your hard drives to access RAM without having to go through the CPU on the way by. This will improve system performance as well as drive performance. Ever wonder why your system grinds to a halt when you burn a CD? Check to see if DMA is on, it will help.
PIO is the opposite of DMA, it makes all drive transfers go through the CPU.
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Don't step in the sarcasm!