Me and myself are both pronouns. Me (like us, him, her and them) is the object form of a personal pronoun, used when the pronoun is the object of a verb or a preposition (helped me; with me).
Myself (like yourself, himself, herself, itself, ourselves, yourselves and themselves) is a compound personal pronoun, used to refer to a noun or pronoun in the same sentence. Compound personal pronouns can show that an action reflects back on the subject (I hurt myself), or they can show emphasis (I did it myself; I myself did it).
See if you know when to use these two types of pronouns by taking this short quiz.