As a rule (and programs will vary from school to school), here are the differences:
MBA typically refers to a full-time program, that usually takes 18 to 20 months, and involves lots of elective classes, concentrations, tracks or similar opportunities to specialize. Schools normally prefer 3-7 years of post-graduate work experience (but some schools also have accelerated programs that allow undergrads to move directly into a MBA program after graduation).
PMBA (which can mean "professional" MBA or "part time" MBA, or other similar designations) are programs designed for students who already have full-time jobs, and are taking classes in the evenings. These used to take 3 to 4 years, but have become more concentrated, and some programs are now down to about 20 months as well. In some schools, there might be fewer options in terms of electives and concentrations in their PMBA program.
EMBA (executive MBA) is the "premium" MBA degree, both because it is typically more expensive than the MBA or PMBA, and because it is targeted at people with more experience. Normally, a minimum of 7 years work experience is required (typically existing managerial experience), and the average length of experience in a program like this can be close to 20 years. EMBA programs are normally on the weekend, and are getting shorter and shorter - so some are down to about 20 months as well.
So the PMBA and the EMBA are much more difficult (in a sense), because people need to be motivated and disciplined enough to take the same level of credits and coursework, while at the same time juggling work, family, etc. Being a full-time MBA student is really not that hard, even if some of the classes might be quantitatively challenging.