i agree with ramcyhld, these r modding topics, and if u r a modder, u won't bother asking this question. so u r not. and therefore u should not venture into this. but if u thinking of beign a modder, then be prepared to invest your time and money on non gaming related stuff.

but will answer your q:
user loader allows you to run your games from an external hardisk
wode jukebox allows to run your games from a backup(read:pirated) game disk