When you view a website, your browser will usually save a copy of all the files onto your hard drive. This is called a browser cache. It does this so the page loads quicker the next time you view it and everything doesn’t need to be downloaded again.
Browsers will generally be able to detect if the website has been updated and get a copy of the new files, but sometimes it fails. This is especially true if your web designer has been changing background images or xml files. To see those changes, you will need to refresh your browser.
If you want a more in-depth explanation of how to do this, check out the Wikipedia article.