The answers that have been said are both good. I just wanted to add that although very rude and should only be said to people that won't be offended, the f word (fu$%) is one of the most versatile words in the English language: http://www.youtube.com/watch?v=7LZSUYoNPMs

Trillian is right. And allow me to add "What the hell is that?" is also slightly impolite.

The meanings are the same BUT the second one is very impolite. You would only use that type of language with people you knew well and who you knew wouldn't be offended.