It is very confusing, I have ordered the wrong connector a couple of times.
If it helps:
Shells are the part you put the DB25 connector into on the cable. Some vendors (FCI) also refer to the Screen as the shell.
Screen - the metal part around the pin connectors
Screwlocks or Screw Locks are not used consistently they are also called
Jackscrews they are the bolt with the female thread on top, just google jackscrews. You will see that the jackscrews are used to refer to the female AND the male parts. The male parts used with the shells, and the female parts used with the board mount connectors usually.
Harpoons are board mount solder in mounts that attach a connector to a board
Peg and
Pin-In-Paste are other terms for board mount connectors. Harpoons clip in so you can solder them. Pegs are flush with the bottom of the PCB but can still be hand soldered. Pin in paste leads are also pretty flush with the bottom of the PCB but I could solder them by hand easily. Peg and Pin in paste are meant for wave soldering, but work fine on D-SUB 25 connectors for hand soldering.
right angle - for board mount connectors means the pins and sockets are mounted geometrically parallel to the surface of the PCB
DSUB DB D-SUB D-Subminiature These are used (incorrectly) interchangeably with and without hyphens. (to be precise the DB (and DA, DC etc) spec refers to a "shell or screen size" but have you ever heard anyone call a 9 pin VGA connector a DE-9? (not I). ( DB refers to the 25 pin screen/shell size),
http://en.wikipedia.org/wiki/D-subminiature
Also, be aware that DB25 connector jackscrews use various thread sizes. 4/40 and I think M2.5 usually, but you should check and check what you want.
Also the "screen" is mentioned that is the metal shell around the 25 pins, sometimes it is isolated from the screwlocks, and sometimes not.
And often the spec sheets are unclear as to whether they come with the jackscrews or not, etc. It is not really set up for us "onesy twosey" purchasers. But don't worry, if they come without they can be ordered separately.
And the connectors are spec'd for the number of connections and unconnections (Mating cycles) they support. The best ones seem to handle 500 cycles, and have machined pins and/or receptacles .... depending on how you use your snake you might want to pay attention to that spec.
Also... The high reliability line from FCI and Kycon are some pretty nice connectors, but if you want really cheap and dimensions etc don't much matter (for you they don't if you are making cables - solder cup, etc) there are a lot of other sources (chinese, surplus, etc).
*edited to add more detail*