Gothic Lolita = Japanese fashion subculture based around certain designers, visually reminiscent of 'Alice in Wonderland' and suchlike.
Lolita = generic internet term for underaged girl, named after Nabokovs' novel of the same name.
Pedo = Creepy wankstain bastards who want to fuck kids, like Mohammed, Roman Polanski, Woody Allen, Michael Jackson,the OP, and, of course, Alex 'Man of Honour 2011' Reynolds.