Most people only think of the ears, donkeys have big ears, horses have relatively small ears, and mules have ears that are in between. There are many other differences between horses, donkeys, and mules... which you can read about by following the link at the bottom of the page.
Oh wait, did we forget to mention Burros? Not Really! Burro is just another name for a donkey. In some places "Burro" is the term used for the smaller donkeys. Just as horses come in different sizes, including miniatures and ponies, so too do donkeys, from the large, mammoth donkeys, to the smaller, miniature donkeys.
A mule is a cross between a male donkey, a jack, and a female horse, a mare. Mules are hybrid animals and they have an odd number of chromosomes (63) and as such they are typically sterile, although a few female mules (jennys) have been known to have foals, it is very rare.
Horses on the left, a standard donkey on the right.
One of the reasons why people breed horses and donkeys together to make mules is because while horses are strong, they do not have the endurance of a donkey and require more food. Donkeys are smarter than horses and will be safer when travelling on dangerous ground. Mules make excellent work animals as a result of this combination.
Read More (and see more pictures) about the Differences between Horses, Donkeys, and Mules.
Read More about Pet Donkeys.