What's the Difference: Worry, Fear, and Anxiety

I was invited to sit in on a colleague's abnormal psychology class last week.  No, I was not used as an exhibit.  During the discussion, they were distinguishing between the ways in which mental health professionals use the words "worry," "fear," and "anxiety."  I thought to myself "hey, THERE'S a blog post."  So, what is the difference between worry, fear, and anxiety?