Supercharger: Produces boost by use of the engine's power. Usually belt-driven, they sit atop the intake and force air into the engine.
Turbocharger: Bolted to the exhaust manifold, produces boost by use of the engine's exhaust pressure. Basically a two-sided fan, one side is spun from exhaust pressure, the other side draws in air and forces it into the intake. Some call it 'free power', but it's not totally free. The more air you cram into an engine, the more fuel it requires to maintain the proper air/fuel ratio.
Pro Charger: SORT OF like a belt-driven turbocharger, but it's really a different kind of supercharger. It's added on to the front of the engine and uses power from the engine (via belt) to turn a centrifugal 'pump' to force air into the engine.