What is the difference between a .so and a .lo file?

Question

I know that a .so file is a shared library file, similar to a dll file on Windows, but what about a .lo file?

Answer 1

.o object (contains compiled code) .lo library object (contains information for building a .so with `libtool`) .so shared object (indeed compareable to a DLL) .ko kernel object (usually kernel modules) 

See http://www.delorie.com/gnu/docs/libtool/libtool_8.html