Sociology - The study of society, or groups of humans.
Anthropology - The study of humans and our primate ancestors. In all aspects (physical, cultural, linguistics, archaeology). Everything from human evolution, fossil record, skeletal biology, cultures, how language developed, non-human primate behavior, biology, and evolution, to ancient artifacts.
Archaeology - The study of human artifacts (it's a sub-field of Anthropology). Artifacts are objects that humans have created or used in some way (like using animal bones as tools, etc). It's not about finding fossils or bones, those are paleontologists.
I'm an Anthropology major. + have taken classes in all of this.