From the ADMS (American Donkey & Mule Society) website:
The Mule is a cross between a donkey stallion (called a jack) and a horse mare. Hinnies are just the opposite - a stallion horse crossed to a donkey jennet. For all purposes, hinnies and mules are classified and shown together under the general term Mule. A mule or hinny may be a male (horse mule or horse hinny) or a female (mare mule or mare hinny). Sometimes horse mules (the males) are called Johns, and the mares are called Mollies. Both male and female mules have all the correct "parts" but they are sterile and cannot reproduce. A VERY few (about 1 in 1 million) mare mules have had foals, but these are VERY, very rare. No male mule has ever sired a foal.