first of all ,all these are something like functions in'C' 
which are used to do some predefined task.
trigger:it is a function which by itself excutes according 
to the condition or situation to which we have written.
ex:default emails will be sent to associates of a company 
on thier b'day dates.
stored procedure:it is similar to a function which doesn't 
return anything.where as function returns something when we 
call it.

1>Trigger is a store procedure that executes AUTOMATICALLY
to execute certain actions(insert\update\delete)
2types. . after(before commit opertion and it checked foregn
doesntkey constraint) and instead of(after commit opertion
and it doesnt checked foregn key constraint)

2>Store procedure set of trransactSQL statement.
its return val is mandatory
it may hav parameter(input and output)

3>Function also performs particular task
it alws returns a value.
while creation of table u can use function also as a member