Each entry on this site ends with a date stamp, comment and trackback links and a little foot:. This foot is known as a permalink. Permalinks are simply unique, permanent links that identify each entry in a weblog. They're a crucial part of the whole weblog package. Among other things, they enable you easily send a link to a particular entry.
If you want to send a link to an entry, just right-click on the foot and (in Internet Explorer) choose Copy Shortcut. That copies that entry's URL to your clipboard, and you can paste it into an email and send it off.
I've created a little 'alt' tag mouseover for my permalinks so that they now read 'Permanent link to this entry'. Here's more information than you'd ever want on permalinks.