If the label says "trans fats - 0" then what is not saturated fat could be mono and/or poly. If the label does not say there are 0 trans fats, then the mystery fat could be trans fats. The new labeling law should take care of that, though. As of January 1, 2006, all nutrition labels will have to specify trans fats.
The Mayo Clinic has a great article about choosing dietary fats at
http://www.mayoclinic.com/invoke.cfm?id=NU00262&si=1767