DFU mode is a state that you can put your iPhone into where it can interface with iTunes but does not load the iPhone operating system or boot loader (this is what really differs DFU mode from recovery mode). DFU stands for Device Firmware Update.
Part II: How to Enter DFU Mode with iTunes (Official Steps)
1. To get started, connect your iOS device to your computer and launch iTunes.
2. Turn off your device: hold down "Power" button in the top right corner and the "Home" button on the front button of the device at the same time. A red slider will appear. Slide it to the right to turn off the device.
3. With the device off, once again hold down the "Power" and "Home" buttons at the same time.
4. Hold these buttons for 10 seconds. This is the crucial step. Be patient and slow with your count. If you count too quickly and let go before 10 full seconds have passed, you'll enter recovery mode instead of DFU mode.
5. Then release the "Power" button, but keep holding the Home Button.
6. The Apple logo will appear on the device's screen, but keep holding the "Home" button until the recovery mode warning pops up in iTunes. Then you can let go of the "Home" button.
7. If your device's screen is black, you're in DFU Mode. It may appear that the device is turned off, but it's not.
Part III: How to Exit iPhone DFU Mode
1. Hold down the home and power button for about 15 seconds, this shuts off the iPhone
Part IIV: Differences between DFU Mode and Recovery Mode
The most key difference between DFU Mode and Recovery Mode is iBoot. iBoot is the bootloader on iPhone OS devices, it acts on restore while iPhone is in Recovery Mode, iBoot makes sure that you are flashing a firmware version greater than or equal to a current one.
Recovery mode uses iBoot during restoring or upgrading your iPhone while DFU mode bypasses the iBoot so you can downgrade the current firmware because there is no iBoot agent during the DFU mode.
DFU mode is not recovery mode. Recovery mode has a picture that says connect to iTunes. In DFU mode, the iPhone screen backlight is not even on and the display is blank. If you have anything on your display you are not in DFU mode.