Methi simply means fenugreek... a very useful little plant - the leaves can be used fresh or dried as herbs and the seeds are used as a spice. It has good *digestif* properties but has a distinctive bitter taste that not everyone likes.
Madras and Jalfrezi are types of curry - Madras is known as being hot and red in colour, whilst Jalfrezi is a medium hot
dry sort of dish, not too much liquid there.
Here's a recipe for Aloo Methi (potatoes with fenugreek) that is quite nice !
http://www.indianfoodforever.com/vegetables/me thi-aloo.html