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.
To put the iPhone into DFU mode so you can do an iTunes firmware restore follow these steps:
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!