Yes I need an explaination as well, especially with Batman & Robin and how that fits in with everything else. I always thought it was an alternate/parallel universe kind of thing.
All the Batman titles are set in the same universe.
*Batman focuses more on Batman.
*Batman & Robin focuses on Damian, and his relationship with Bruce.
*I haven't read Detective Comics and The Dark Knight recently, but they are also solo Batman titles.
*Batman Inc. focuses on Batman and his extended family/friends ("Batman Incorporated").
These titles sometime make references to each other, or have tie-ins. Detective Comics 15 and Batman & Robin 16 recently had a death of the family tie-in.