Shield - a plug on "daughter board" that allows you to add features to the basic unit.
Sketch - A stupid name for a C/C++ program.
These are artistic names Rob. You tell artists technical names as above, the first thing they might do is to turn around and leave.
OP, arduino is a popular platform for various art science engineering hobby projects, ranging from plain silly to incredibly brilliant. Just google its unique name. Welcome to the arduino community!