Please search Google or Wikipedia. They're chipsets/motherboards/processors.
The PC world goes by model numbers. That's stupid, the generations become difficult to distinguish.
Umm, excuse me? Are you saying that PC's don't use Intel processors? Last time I checked, about 90% of the computing world uses PCs, and 75% of those people use the same (or often superior) Intel processors that power your Mac.
Also, I don't see how model numbers are dumb. If I told some random person on the street that the CPU in my left hand is a 3500+ and the one in my right is a 4000+ and asked them to tell me which is faster, I'd guess that 99% of the people would get it right. On the other hand, if I told them the one in my right hand is a 2.0GHz Nehalem and the one in my left is a 2.0GHz Northwood and asked them which one is faster, my guess is it would be 50-50.
Oh, and I highly doubt that you have a Nehalem Mac Pro, as your sig says, as they're not due out till Q4 this year. A perfect example of how using names instead of model numbers makes it easy to get confused.
To the OP: The reason Apple doesn't market these names is two-fold: one is because they're Intel's brand names, not Apple's. The other reason is to hide the inner workings of computers from their primary sales base: uneducated (at least in regards to computers) middle-upper class folks who pay top $$$ for a computer because they just want it to work out of the box and not give a damn about how their $2000+ investment really works.
To answer your question fully: Montevina is a platform, meaning it consists of specific CPUs, graphics chips, wireless modules, etc. Penryn is the last mobile CPU in Intel's Core 2 series, made on a 45nm die process. Nehalem is it's successor and will start a completely new series of processors (ie, not Core 2). As such, it will see a major overhaul of the entire CPU architecture, though it will still be made on the 45nm process.
For the future, I highly recommend that you do some solid, unbiased research before spending $2000+ on anything.