Is there a difference between the DNA of early man and modern man ?

Yes. This is because DNA is what controls how we look, or our traits, either physical or genetic. If we had the same DNA as the cave men, we'd all look like cave men. Instead we have evolved in our appearance and genetics, therefore our DNA is different from back in prehistoric times.

He answer was informative and stated clearly. I appreciate it. Thank you.

This answer was clear and agreed with NavyBlue 1984.

There are differences between your DNA and mine. The only people who can claim to have the same DNA are identicle twins, and even then they can pick up mutations in their germ cells as they age.

What do you mean by early man exactly? Obviously the longer ago in time the more difference in genetic there will be between people today and their ancestors. These genetic changes can be for large differences such as skin colour to sometimes unnoticed differences such as enzyme expression, which allow us to eat new foods.

These genetic changes have been caused by ranom mutations in gamete (sperm and egg) cells which have been passed down to the next generation. If they are not harmful or beneficial they may be kept and contribute towards a 'genetic drift' whereby the human genome (all of our genes together) gradually changes over time.
Here are some good links which detail how our DNA history is studied
Harvard Gazette: Wakeley examines ancestral lines (http://www.news.harvard.edu/gazette/2006/04.27/03-wakeley.html)
http://www.nytimes.com/2006/03/07/science/07evolve.html
Ancient yucca chaws yield ancient DNA (http://www.physorg.com/news107787862.html)

And what this information has reveiled
Using DNA to Unravel Man's Ancient Origins (http://freepages.genealogy.rootsweb.com/~allpoms/genetics4.html)

If you have trouble with any terminology in these websites I'll happily translate for you.