Here's the "hard disk", which stores most of your files, and most of the programs you run.
The disk drive is the machinery which accesses the disk surface. Here's some of its electronics:
Here's the insides of the device, from http://computer.howstuffworks.com/hard-disk.htm:
Shiny platters! (That's not me reflected in them!)
This is the recording surface. It's steel; the disk drive magnetize and demagnetize tiny areas of the surface to be a 1 or 0.