DOS was an operating system that appeared shortly after CPM. It was the IBM version of CPM to a degree. (IBM also did make a IBM CPM). Before IBM P.C.'s became the standard we computer geeks used...
MS-DOS ended with Windows NT. It used file command.com to interpret all DOS commands. Win 2000, XP, Vista use a DOS Shell which emulates DOS but is not really DOS.
DOS is just the operating system just like Windows XP. DOS SHELL is a program in DOS in which you can browse files and open them, etc. Just generally an easier way to move around the DOS operating...