The Phrygian mode is the third church mode. It's the same as the natural minor scale (Aeolian mode), but with a lowered 2nd note.
The Phrygian mode is spelled: 1 b2 b3 4 5 b6 b7 1
The best music theory lesson I've found on Phrygian is this lesson by David Bennett Piano, shown below. Enjoy!