If you know the definitions, you will be able to figure out the differences.
Definition of a comet, from
http://wordnet.princeton.edu/perl/webwn?s=comet (astronomy) a relatively small extraterrestrial body consisting of a frozen mass that travels around the sun in a highly elliptical orbit.
Definition of an asteroid, from
http://www.ncsu.edu/project/agronaut...1_Glossary.doc a rocky object in space that can be anywhere from a few feet wide to several miles wide. Most asteroids in our solar system are part of a belt between Mars and Jupiter.
Definition of a meteor, from
http://wordnet.princeton.edu/perl/webwn?s=meteor
Meteoroid, meteor (astronomy) any of the small solid extraterrestrial bodies that hits the earth's atmosphere)
Meteor, shooting star (a streak of light in the sky at night that results when a meteoroid hits the earth's atmosphere and air friction causes the meteoroid to melt or vaporize or explode)