The correct sequence is DNA to RNA to Protein. This is in fact a summary of the central dogma of molecular genetics.
DNA, found in the nucleus of the (eukaryotic) cell, is the store of all hereditary information in the cell and this is basically information on all types of proteins of the body. In the nucleus, information for a particular protein is copied (transcribed ) from DNA and onto messenger RNA (mRNA).
mRNA then leaves the nucleus enters the cell cytoplasm where it attaches to a ribosome. Transfer RNA (tRNA) reads (translates) the information on the attached mRNA and brings up amino acids corresponding to the information. The amino acids are linked together in the ribosome into a chain which forms the primary structure of proteins.