Vasa recta: These are capillaries in the that lie parallel to the loop of Henle.

Henle's loop: portion of a nephron that lies in between the proximal convoluted tubule and the distal convoluted tubule.

Counter current mechanism:

The transport of sodium chloride in the ascending limb of Henle's loop results in an osmolal gradient. This is passive in the thin region of the loop while active in the thick region. The creation of a hypertonic medulla is facilitated by the renal tubules and vasa recta in the following manner:
There is an active absorption of urea that occurs from the collecting tubule.

Passive absorption of water without NaCl takes place in the descending limb of the loop of Henle, which helps to concentrate NaCl as it enters the ascending limb.

In the vasa recta, absorption of water into the blood takes place and return of the absorbed solute to the interstitium follows. This is called the countercurrent exchange mechanism.