Distress
This is when a behavior causes anxiety, bad feelings or other negative feelings for either the person or others who come in contact with them.
Example: Mary is feeling down, doesn't feel like she can even get out of bed, hasn't bathed in four days and won't respond to texts from her friends.

Danger
Behaviors are the detrimental to the person or people around them.
Example: During his manic phases of bipolar disorder, Juan will often go to the casino and bet his rent money on roulette, not caring that if he loses he won't be able to pay for his apartment.

Deviance
There are two different types: statistical and social. Statistical deviance means that the behavior does not occur often in society. Social deviance means that most people in the community find the behavior to be "odd". Neither of these by themself is enough for something to be abnormal.
Example: Only one out of every hundred people will get a advanced (doctoral) degree, making them statistically deviant. However, we wouldn't call that abnormal. However, one out every thousand people howl at the moon (this is made up!), and that fact would add to the abnormality.

Dysfunction
This is the point at which a person has a significant impairment in a life area, such as work, home, interpersonal or social life is impaired. In the addictions world, this is often called "hitting rock bottom". A person can deal with a lot of danger and devience, but once they become dysfunctional, they often see (or others can see) that they need outside help.