Five pin XLR connector started out as the official connector for DMX, the three pin XLR connector has always been the standard in the U.S.A. and is quickly becoming the the most popular everywhere.
Both connectors do the same thing. Pin 1 = ground, pin 2 = negative signal, pin 3 = positive signal. On five pin XLR connectors, pin # 4 and #5 are usually not used.