A sugar is the layman's term for a carbohydrate, although it's often taken to mean just carbohydrates made out of one or two monosaccharides. Monosaccharides ("single sugars") are the basic subunit of all carbohydrates - an example of one is glucose.
Polysaccharides are large polymers made up of lots of monosaccharides joined together.
Finally, starch is a mixture of two particular polysaccharides that plants use to store carbohydrates. (When the plant 'wants' a monosaccharide, it breaks one off the starch.)
Hope that helps - it is a bit simplistic though. For a slightly more technical (and thus accurate) account, try my fuller account of it all.