Depth of field (DOF) is the area of the photograph which remain in focus both in front and behind the main focus point. Depth of field is affected by the aperture, subject distance, focal length, sensor format.
With subject distance, focal length and sensor format remaining constant, DOF is controlled by aperture. The bigger the aperture (smaller f-stop number) the shallower the DOF. Here are some examples:
aperture at f1.8
aperture at f5.6
aperture at f11
aperture at f22
For the geek in you, check out a detailed DOF review at Wikipedia