What is the relationship between DNA molecules and the chromosomes?
To cite @canadianer, I don't really understand what you're asking but the following may help you.

Genome composition

First of, in the genome of most eukaryote (incl. all plants, fungi and animals), in general, genes constitute only a small part of the genome. Typically, in humans genes occupy 26% of the genome (24.5 for introns and only 1.5 for exons).

What does a genome look like?

Introduction

You say 


  Isn't DNA one molecule?


I think this question shows an important misunderstand you have. Note that I will only talk about the nuclei of eukaryotes below.

DNA is a type of molecule, which is constituted of two anti-parallel strands. In the human genome, we have 46 chromosomes, that is 46 independent DNA molecules. Now, these exact numbers vary depending on the moment in the cell cycle you want to consider but this is a story for another time.

A little more advanced

Below is a karyotype of a human allowing you to visualize the chromosomes. The 46 chromosomes we have go by pairs (pair of homologuous chromosomes) and on the image, they are numbered by pairs, the last pair being the sex chromosomes. By the way, can you identify the sex?



Note now that, depending on the moment in the cell cycle you want to consider, each homologuous chromosome may be constituted one 1 or 2 DNA molecule, each of them being called a chromatid. Chromatids are physically attached by the centromere. Two physically attached chromatids are called sister chromatids.

More information

For the moment, I threw some vocabulary at you but it was probably a bit hard to follow. You can get more information at the posts


Chromosome and chromatid numbers during cell cycle phases
The human has 46 double chromosomes or simple chromosomes?


or simply an intro course to genetics such as the following three courses by Khan Academy


Classical and molecular genetics
DNA as the genetic material
Central dogma (DNA to RNA to protein)