mRNA is a form of RNA (there is also rRNA and tRNA). Essentially, it is used as a blueprint for protein synthesis.
DNA --> mRNA --> PROTEIN
RNA polymerase is responsible for the copying of DNA to form the complementary mRNA strand (this is known as transcription) needed for protein synthesis. So, you're essentially transferring genetic information from DNA to RNA. the other RNA, tRNA, is involved in translation; that is, the mRNA --> protein stage.
This is a very simple explanation. If you want something more detailed, check on the net or a textbook.