DFU means Device Firmware Update. If a restore using Recovery Mode doesn’t work you will want to use DFU Mode as a last resort. When placing your iPhone into DFU Mode it does not load the OS before attempting the restore Step One
NOTE***: It may take a few attempts to get your iPhone into DFU mode. Generally, I hold down both buttons then release the Home button just before I think the Apple logo would appear. If you are still holding both buttons down and you see the Apple logo you are holding them down for too long!