Manual
Manual setting is marked "M" on newer cameras and is, in effect, the only setting on manual cameras. Manual mode means that you are fully in charge of the settings of your camera. If you set the aperture/F-Stop while in M mode, you will need to make an adjustment to shutter speed yourself in order to maintain a correct exposure. Use your camera's light meter to ensure the values are in balance.
Aperture Priority
The setting on your camera marked "Av" is called Aperture Priority mode. This means that if you use Av mode and set the aperture/F-Stop, the camera will adjust your shutter speed value to maintain a correct exposure.
Program
Program mode is marked by a "P" on the few cameras that have this option. In program mode, your camera responds to some preset conditions you programed through the menu. Generally, this mode allows you to set either the shutter speed or the aperture while the camera adjusts the other setting to maintain proper exposure.

