HARMONIC MINOR:
To form a harmonic minor scale, take the natural minor, and raise the seventh note. To change the D-minor scale above into a harmonic minor scale, we would raise the seventh note, the 'C' to become a 'C#'.

C harmonic minor would look like this:

|-----------------|----------------------|
|---------------1-|----------------------|
|---------0-1-4---|----------------------|
|---0-1-3---------|-----------------9-10-|
|-3---------------|---------8-10-11------|
|-----------------|-8-10-11--------------|

MELODIC MINOR:
To form a melodic minor scale, take the natural minor, raise the sixth AND seventh note on the way up, and put them back to their "natural" state going down.

C Melodic Minor looks like this:

|-----------------|----------------------|
|-------------0-1-|----------------------|
|---------0-2-----|----------------------|
|---0-1-3---------|-----------------9-10-|
|-3---------------|---------8-10-12------|
|-----------------|-8-10-11--------------|

IMPORTANT:
You should play these, and all, examples in this course. It is not enough to have an intellectual understanding of musical concepts. Music lives in the ears, and you must take the time to play each example and become familiar with them.

More Info at : http://www.ultimate-guitar.com/lessons/scales/harmonic_and_melodic_minor_scales.html