There is a harmonica for every single note.
I don't know that much either - I just sort of taught myself...
Usually you would get a harp in the same key as the song (i.e. if a song is in "A" you would get an "A" harp)
HOWEVER, for blues type songs (Desire, Trip Through Your Wires
etc...) you get a harp that is 5 semi tones higher (so if a Blues song is in "E", you would get an "A" harp)
Those are the only rules I know and they are very general.
Heart of Gold by Neil Young is in Em and for some reason the correct harp is a "C" - not sure why....
If your main goal is to play along to RTTS live on the DVD then you will need to order a Db.
Of course you could always play along to the Joshua Tree album with your D harp and it would work...
Hope this helps.
Cheers,
Brady