To understand what each of this is, i.e. ISO, shutter, aperture, etc... you can go to wikipedia and do a search. It does give pretty good explanation. Understand the relationship of these 3 things with one another.
In short, blurred shots (not necessarily bad depending on what the photographer wants to achieve) come about in 2 basic ways:
1. The photographer shakes the camera while the shutter is open.
2. The subject moves while the shutter is open.
In situation (1) things like breathing techniques have to be employed in taking pictures. Basically, what happens is that the camera moves while the shutter is open to capture the picture, so the picture becomes blur. To learn shooting techniques is like learning how to shoot a rifle in the army. Another way to overcome is to use a tripod, or make the shutter faster (which means it will cut the light to the sensor).
In situation (2), the shutter is slower than the movement of the subject, so while the shutter is open, the subject moves, so the subject becomes blur. To overcome this form of blurness is to make the shutter faster (which will cut the amount of light in to the sensor).
You can try out different shutter speeds in S mode and see the effects of it. To adjust shutter, go to S mode, press INFO to see the current setting, and turn the jog-dial and you were see the shutter speed change on the info screen.
One good way to see the effects is to shoot running water or a waterfall.
I hope the following image turns out:
If you see the image above, I purposely slowed the shutter speed to create a blurred effect of the people walking. But behind the blurred walking people are people who are clear because they are standing still. When the shutter is open, the the people walking were moving (hence blur) and the people standing were not (hence clear). This picture was taken with a D40x and I placed the camera on a firm base, and set a timer for the shutter release so that my pressing the button would not shake the camera.
I usually shoot in aperture (A) mode. I use manual (M) mode when all the other modes fail to capture what I want. To learn to use a DSLR camera, pls do not use the green AUTO mode... you won't learn much and would feel like this is a P&S camera. Read the manual and experiment on the different modes.
Hope this helps...