I know that they stand for different things (powertrain control module, electronic control module, electronic control unit), but what I'm wondering is, are they the same thing? My little sis has a '92 saturn and the ses light came on. She took it to the dealer to have the codes pulled and they told her the pcm is shot. I found a bunch of ecm'*, but if it isn't the same thing, I obviously don't want to buy one. please help.

If it'* for a 92 saturn, same model, same drivetrain and gear ratio, it'* correct. Most people use the wrong name for it.

As a general rule, if it'* a PCM it controls the trans and engine.
An ECM or ECU only controls the engine. Most 92 and newer GM cars and trucks should have a PCM, but they may call it either of the others.

Is there any way to test a PCM with it disconnected? I found one in the bone yard for $15 but I have no clue if it'* good. I plugged it in and the car runs fine, but the ses light is still on. I'm thinking the codes just need to be cleared. I'd still like to test her old one though, just to make sure it'* really bad.

Pull the code, send them to me and Ill be able to help you out. If possible get a 91-92 PCM because the 91 & 92 engines slightly differ from 93, 94 & 95 were OBD1 also but they had linear egr, where as 91-93 had vaccum egr.