Think of this way, first you have natural numbers - the numbers we use for counting physical objects, like 1,2,3,4, etc. Then introduce the idea of "nothingness" using zero and incorporate that into your set of natural numbers, we now have 0,1,2,3, etc. We now have a set of whole numbers.
Then add an idea of its anti-number such that any number added to that anti-number results in nothingness or zero. This anti-numbers union with the whole numbers gives us the integers.
Summary:
natural numbers: 1, 2, 3, ...
whole numbers: 0,1,2,3,4,
integer numbers: ...,-4,-3,-2,-1,0,1,2,3,4,...
Ahh gotcha!
It was the inclusion of 0 in whole numbers that had me confused! Thanks for clarifying! :)