World Wide Web
The World Wide Web or WWW is a collection of connected documents on the Internet that may combine text, graphics, sound, and video. These documents are called web pages. Related collections of documents, often created by the same group or individual, make up websites.
Web page vs. website
Although the terms "web page" and "website" are mistakenly often used interchangeably, they carry significantly different meanings. A web page is a single document that is often written in HTML and more recently XHTML. A website, on the other hand, is a collection of web pages in a single location.
Currently, you are looking at a web page (this article) on the Gustavus website. In a sense, a website is to a paragraph as a web page is to a word.