Hi I was just wanting to know what the difference is between XLR and JACK out is. I'm sort of new to this sort of thing. (So if someone could explain it as simple as possible would be great!)
XLR typically gives you a 'balanced' connection, whereas the Jack connection is unbalanced.
An unbalanced connection is very susceptible to electromagnetic interference - the mains hum you get from a guitar plugged into an amp, for example. For a high signal level instrument, like a guitar, this is often not a problem, but for a low level signal like a microphone it could significantly degrade the sound quality, so balanced connections are used.
A typical balanced cable contains two identical wires, which are twisted together and then wrapped with a third conductor (foil or braid) that acts as a shield.
The term "balanced" comes from the method of connecting each wire to identical impedances at source and load. This means that much of the electromagnetic interference will induce an equal noise voltage in each wire. Since the amplifier at the far end measures the difference in voltage between the two signal lines, noise that is identical on both wires is rejected.
Over on Music Stack Exchange we have some useful posts on balanced audio, including this one.
In addition to Rory's answer, it is also important to remember that XLR is a locking connector (though the lock isn't always utilized) where as 1/4" (the more common term for what I assume is being referred to as JACK) is a non-locking connector. It is susceptible to accidentally being pulled out.
It also has some inconsistency in application. 1/4" cables are used both for instrument cables, some line level signals and amplified signals from amplifiers to loud speakers. This is dangerous as plugging the wrong line in to the wrong device can result in damage since there are 3 different levels of signal being sent over the same kind of connection.
For safety and reliability sake, more well built systems will often use XLR connections for mics and line level signals (and convert instrument cables to XLR in a direct box early on). They will also use speakOn connectors such as Neutrik NL2 or NL4 connectors on amplifier connections (a different type of connection which locks and won't fit with the lower power connectors.) NL4 has the added advantage of keeping tweeter and woofer feeds reliably separated (incorrect wiring can cause speaker damage.) This ensures that cables can't be pulled out accidentally and also helps prevent incorrect connections that could cause damage to the system.