Immanent dimension: A worldview that recognises a divine being or powers as a constant reality - an active and continuing presence among believers and in this world.
Transcendent dimension:The belief in a divine being or powers whose existence 'goes beyond' human limitations.
Divine: Of or pertaining to a god, especially the Supreme Being. From the latin divinus - of the gods or superhuman.
So in summary immanent (stretches arms out sideways like sor teacher used to lol) means a superhuman presence being here with us an remaining active in our lives, and supernatural (points hand to sky) are those supernatural beings that are beyond our human limitations.
An example of an immanent religion would be Therevadan Buddhism. These Buddhists believe that they must follow Buddha's teachings in order to achieve a personal enlightenment that will remove them from this world of pain and suffering. The divine power is within them.
A transcendent religion would be Judaism. Jewish people believe that the God is high above them, he is not present with them on earth. They can never achieve the same existence as God as it goes 'beyond their human limitations'.
Christianity, contrary to popular belief has both immanent and transcendent dimensions. The transcendent dimension follows the Jewish conventions (as shown above), whilst an immanent presence is present in Jesus. Christians believe that Jesus is an 'active and continuing presence among believers in this world'. This belief is further extended in a Christian act of worship, prayer. If Christians pray to Jesus they believe that he will answer his prayers and intervene in the earthly world of humans.