mRNA - messenger RNA - complementary to DNA, it is formed in the nucleus. Unlike DNA however, it can move outside the nucleus.
tRNA - transfer RNA - a unique structure, at one section there is an anticodon, a series of 3 bases which are complementary to the code embedded on the newly formed mRNA. Additionally, another section has an amino acid attached, this is essential for protein synthesis.
rRNA - ribosomal RNA - forms ribosomes. Ribosomes are essential for protein synthesis. The newly formed mRNA leaves the nucleus and attaches to a ribosome. Upon attachment, the ribosome mediates the formation of a primary structure protein. The tRNA binds to the mRNA forming a codon-anticodon complex, this allows bonds to form between adjoining amino acids (attached to tRNA), this complex moves through the ribosome, which detaches the newly formed amino acid strand - thus forming a primary structure protein.