Search Engine Optimisation is a technique of developing a site so that search engines, like Google, Yahoo, or Bing, can easily work out what the content of your site is.
Whatever it is that you're selling, the market is out there. Just like a physical retail shop, you cannot build it and hope that customers will somehow stumble across you - your potential customers will search for what they are looking for, and if the search engines understand that that's what you have, they will rate you as highly relevant to the search being performed.
Unless you are a well established brand (eg. Microsoft), your site must be optimised in today's online environment. The steps are not difficult and I will outline them shortly (coming April 2010), in a case study, based on a client's site, that will demonstrate how to optimise a site, and the effect that the process has on driving customer leads to the site.