Species are distinct plants that occur in nature out in the wild and were not the result of human breeding. Hybrids are mostly man-made (though there are some naturally occuring) crosses between naturally occurring species. A hybrid made with 2 species is called a primary hybrid. When you start crossing hybrids with each other and with species you get complex hybrids. That's probably somewhat of an oversimplification, but hope it clarifies some.
Susan