DMA is a method to copy data from one section of memory to another, without involving the processor.
When a processor does a memory copy, it must execute a series of instructions to read data from a memory address into a register, then write the data in that register to another address, and repeat. This involves several instructions, and each read/write cycle is generally limited to the bandwidth of the processor (i.e. a 32 bit machine copies 32 bits at a time).
DMA, on the other hand, is a hardware solution that does all of the work automatically and doesn't involve the processor (and thus no loop operations or anything like that). Not only is it often twice as fast, but it leaves the processor free to do other work.