Phenylalanine (PHE or F) is among the most hydrophobic of the amino acids. Its shape in Foldit is similar to that of tyrosine, but it lacks the "stick" on top. Also, unlike the pentagonal histidine, phenylalanine is hexagonal.
The hexagonal ring by itself is known as benzene. When it's attached to something else, it's referred to as a phenyl group. (The French term "phène" was an early name for benzene, and gave rise to "phenyl" and "phenol".)
So "phenylalanine" in effect means "alanine with a phenyl group attached".
For more, see phenylalanine on wikipedia.