DNF means Did Not Finish. You get it if you didn't solve your puzzle, did'nt start/stop the timer correctly, inspected for over 17 seconds or cheated.
A +2 means that 2 seconds is added to your time, and you get it is when the puzzle is one quarter turn from being solved (45-135 degrees for 2x2-7x7 and square-1, 35-105 degrees for megaminx and 60-120 degrees for pyraminx (and skewb), or you inspected for 15-17 seconds. +2 Does not exist for clocks that are one turn from solved. For magic it exists, but I don't know how it works fully...
This is'nt all of it, but I hope it's the more important. If you think I missed something, or want to read more, read the WCA regulations, at worldcubeassociation.org.