Namasté Ismaila
I have found this on wikipedia and hope it helps:
http://en.wikipedia.org/wiki/Dhāraṇā
So the different terms are in contect with Yoga Sutras of Patanjali, which can be seen as progressive stages to a final goal. So Dhāraṇā is the first step where we concentrate on an object e.g. a word or a form etc, to steady the mind. It is just practicing concentration by continuously brining our attention back to the object. But whilst we practice Dhāraṇā we are aware that we are practicing it, AND that we are sitting in meditation AND the world is separate around us.
Later Dhāraṇā improves and becomes Dhyāna. In Dhyāna there is simply meditation, and the sense of you concentrating becomes spontaneous and natural, it flows.
Finally there is Samādhi, where there is no sense of difference. (see below)
My personal advice is not to consider the steps in too much detail, use them as a rough guide to know what it is all about, but rather simply practice concentration through mediation for periods of 20-30 minutes to start with. Don't try to feel or expect the next stage or judge your progress, as that misses the point. I suggest not forcing the meditation, as quality of attention is more important than time, so start low and build up naturally, enjoy it. Try once in the morning and once in the evening. Don't worry too much about the stages, especially Samādhi, as it will distract from the beauty.
See also:
Yoga Sutras of Patanjali - Wikipedia, the free encyclopedia
Dhāraṇā: concentration of the citta (mind) upon a physical object, such as a flame of a lamp, the mid point of the eyebrows, or the image of a deity.
Dhyāna: steadfast meditation. Undisturbed flow of thought around the object of meditation (pratyayaikatanata). The act of meditation and the object of meditation remain distinct and separate.
Samādhi: oneness with the object of meditation. There is no distinction between act of meditation and the object of meditation. Samadhi is of two kinds:
Samprajnata Samādhi conscious Samādhi. The mind remains concentrated (ekagra) on the object of meditation, therefore the consciousness of the object of meditation persists. Mental modifications arise only in respect of this object of meditation.
This state is of four kinds:
Savitarka: the Citta is concentrated upon a gross object of meditation such as a flame of a lamp, the tip of the nose, or the image of a deity.
Savichara: the Citta is concentrated upon a subtle object of meditation , such as the tanmatras
Sananda: the Citta is concentrated upon a still subtler object of meditation, like the senses.
Sasmita: the Citta is concentrated upon the ego-substance with which the self is generally identified.
Asamprajnata Samadhi supraconscious. The citta and the object of meditation are fused together. The consciousness of the object of meditation is transcended. All mental modifications are checked (niruddha), although latent impressions may continue.